Over 2018 to 2025 (8 years of data), MROUSUSD has tended to move short between 09.07 and 03.08, closing higher in 75.0% of those years for an average +2.63% move and an annualized Sharpe of 1.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 03.08 | Short | 75.0% | +2.63% | 1.32 | 8 |
| 07.07 → 03.08 | Short | 75.0% | +2.31% | 1.39 | 8 |
| 07.07 → 06.08 | Short | 75.0% | +2.00% | 1.19 | 8 |
| 08.07 → 25.07 | Long | 75.0% | +1.73% | 1.47 | 8 |
| 07.07 → 07.08 | Short | 75.0% | +1.43% | 1.05 | 8 |
| 07.07 → 08.08 | Short | 75.0% | +1.12% | 0.72 | 8 |
| 11.07 → 28.08 | Long | 62.5% | +3.06% | 0.69 | 8 |
| 10.07 → 28.08 | Long | 62.5% | +2.56% | 0.62 | 8 |