Over 2017 to 2025 (9 years of data), MRKUSUSD has tended to move long between 13.07 and 20.08, closing higher in 75.0% of those years for an average +3.45% move and an annualized Sharpe of 1.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 20.08 | Long | 75.0% | +3.45% | 1.69 | 8 |
| 13.07 → 22.08 | Long | 75.0% | +3.34% | 1.68 | 8 |
| 12.07 → 20.08 | Long | 75.0% | +3.26% | 1.45 | 8 |
| 13.07 → 21.08 | Long | 75.0% | +3.26% | 1.60 | 8 |
| 12.07 → 22.08 | Long | 75.0% | +3.15% | 1.43 | 8 |
| 13.07 → 19.08 | Long | 75.0% | +3.12% | 1.49 | 8 |
| 11.07 → 20.08 | Long | 75.0% | +3.09% | 1.43 | 8 |
| 12.07 → 21.08 | Long | 75.0% | +3.08% | 1.36 | 8 |