United States
Over 2017 to 2025 (9 years of data), MRKUSUSD has tended to move long between 12.10 and 05.12, closing higher in 77.8% of those years for an average +5.43% move and an annualized Sharpe of 1.52.
Best window
12.10 - 05.12
Direction
Long
Win rate
77.8%
Avg return
+5.43%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 05.12 | Long | 77.8% | +5.43% | 1.52 | 9 |
| 12.10 → 03.12 | Long | 77.8% | +5.37% | 1.41 | 9 |
| 12.10 → 04.12 | Long | 77.8% |
| +5.25% |
| 1.41 |
| 9 |
| 08.10 → 05.12 | Long | 77.8% | +5.23% | 1.43 | 9 |
| 12.10 → 02.12 | Long | 77.8% | +5.18% | 1.39 | 9 |
| 08.10 → 03.12 | Long | 77.8% | +5.16% | 1.33 | 9 |
| 11.10 → 05.12 | Long | 77.8% | +5.09% | 1.39 | 9 |
| 12.10 → 08.12 | Long | 77.8% | +5.09% | 1.38 | 9 |