United States
Over 2020 to 2025 (6 years of data), MRNAUSUSD has tended to move short between 12.10 and 09.11, closing higher in 83.3% of those years for an average +12.38% move and an annualized Sharpe of 2.54.
Best window
12.10 - 09.11
Direction
Short
Win rate
83.3%
Avg return
+12.38%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 09.11 | Short | 83.3% | +12.38% | 2.54 | 6 |
| 06.10 → 09.11 | Short | 83.3% | +11.33% | 1.70 | 6 |
| 12.10 → 08.11 | Short | 83.3% |
| +10.33% |
| 2.30 |
| 6 |
| 11.10 → 09.11 | Short | 83.3% | +9.61% | 1.58 | 6 |
| 12.10 → 05.11 | Short | 83.3% | +9.56% | 2.30 | 6 |
| 10.10 → 09.11 | Short | 83.3% | +9.41% | 1.43 | 6 |
| 07.10 → 09.11 | Short | 83.3% | +9.35% | 1.38 | 6 |
| 06.10 → 08.11 | Short | 83.3% | +9.31% | 1.48 | 6 |