Over 2020 to 2025 (6 years of data), MRNAUSUSD has tended to move short between 18.08 and 29.09, closing higher in 100.0% of those years for an average +13.34% move and an annualized Sharpe of 4.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 29.09 | Short | 100.0% | +13.34% | 4.45 | 5 |
| 18.08 → 28.09 | Short | 100.0% | +13.12% | 4.93 | 5 |
| 18.08 → 30.09 | Short | 100.0% | +12.61% | 3.95 | 5 |
| 18.08 → 01.10 | Short | 100.0% | +11.61% | 3.16 | 6 |
| 22.08 → 29.09 | Short | 100.0% | +10.87% | 4.34 | 5 |
| 22.08 → 28.09 | Short | 100.0% | +10.57% | 4.36 | 5 |
| 19.08 → 28.09 | Short | 100.0% | +10.35% | 3.52 | 5 |
| 22.08 → 30.09 | Short | 100.0% | +10.11% | 3.65 | 5 |