United States
Over 2018 to 2025 (8 years of data), MROUSUSD has tended to move long between 08.10 and 07.11, closing higher in 85.7% of those years for an average +6.79% move and an annualized Sharpe of 1.73.
Best window
08.10 - 07.11
Direction
Long
Win rate
85.7%
Avg return
+6.79%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 07.11 | Long | 85.7% | +6.79% | 1.73 | 7 |
| 05.10 → 16.11 | Long | 85.7% | +6.43% | 1.10 | 7 |
| 05.10 → 17.11 | Long | 85.7% |
| +6.26% |
| 1.06 |
| 7 |
| 05.10 → 18.11 | Long | 85.7% | +6.00% | 1.02 | 7 |
| 08.10 → 14.11 | Long | 85.7% | +5.59% | 1.02 | 7 |
| 06.10 → 16.11 | Long | 85.7% | +5.39% | 1.02 | 7 |
| 09.10 → 07.11 | Long | 85.7% | +5.23% | 1.54 | 7 |
| 06.10 → 17.11 | Long | 85.7% | +5.21% | 0.99 | 7 |