Over 2020 to 2025 (6 years of data), MRNAUSUSD has tended to move long between 07.07 and 11.07, closing higher in 100.0% of those years for an average +7.05% move and an annualized Sharpe of 16.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.07 | Long | 100.0% | +7.05% | 16.40 | 5 |
| 07.07 → 12.07 | Long | 100.0% | +6.27% | 12.56 | 5 |
| 07.07 → 22.07 | Long | 80.0% | +16.71% | 3.51 | 5 |
| 07.07 → 23.07 | Long | 80.0% | +15.57% | 3.12 | 5 |
| 07.07 → 25.07 | Long | 80.0% | +13.61% | 2.78 | 5 |
| 07.07 → 21.07 | Long | 80.0% | +12.86% | 3.43 | 5 |
| 07.07 → 20.07 | Long | 80.0% | +12.09% | 3.45 | 5 |
| 08.07 → 22.07 | Long | 80.0% | +11.99% | 3.03 | 5 |