Over 2017 to 2025 (9 years of data), MRKUSUSD has tended to move short between 08.09 and 26.09, closing higher in 87.5% of those years for an average +2.18% move and an annualized Sharpe of 4.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 26.09 | Short | 87.5% | +2.18% | 4.22 | 8 |
| 09.09 → 26.09 | Short | 87.5% | +2.06% | 4.61 | 8 |
| 12.09 → 27.09 | Short | 87.5% | +1.82% | 3.32 | 8 |
| 08.09 → 27.09 | Short | 75.0% | +2.41% | 4.24 | 8 |
| 09.09 → 27.09 | Short | 75.0% | +2.29% | 4.26 | 8 |
| 08.09 → 25.09 | Short | 75.0% | +2.11% | 3.33 | 8 |
| 09.09 → 25.09 | Short | 75.0% | +2.00% | 3.53 | 8 |
| 09.09 → 28.09 | Short | 75.0% | +1.93% | 3.56 | 8 |