United States
Over 2020 to 2025 (6 years of data), MRNAUSUSD has tended to move short between 06.10 and 09.11, closing higher in 83.3% of those years for an average +11.33% move and an annualized Sharpe of 1.70.
Best window
06.10 - 09.11
Direction
Short
Win rate
83.3%
Avg return
+11.33%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.11 | Short | 83.3% | +11.33% | 1.70 | 6 |
| 11.10 → 09.11 | Short | 83.3% | +9.61% | 1.58 | 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 |
| 08.10 → 09.11 | Short | 83.3% | +9.30% | 1.33 | 6 |
| 09.10 → 09.11 | Short | 83.3% | +9.26% | 1.37 | 6 |
| 06.10 → 05.11 | Short | 83.3% | +8.57% | 1.46 | 6 |