United States
Over 2022 to 2025 (4 years of data), MRVLUSUSD has tended to move long between 12.10 and 30.11, closing higher in 100.0% of those years for an average +14.95% move and an annualized Sharpe of 3.49.
Best window
12.10 - 30.11
Direction
Long
Win rate
100.0%
Avg return
+14.95%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 30.11 | Long | 100.0% | +14.95% | 3.49 | 4 |
| 11.10 → 30.11 | Long | 100.0% | +14.83% | 3.03 | 4 |
| 08.10 → 30.11 | Long | 100.0% |
| +13.13% |
| 2.88 |
| 4 |
| 10.10 → 30.11 | Long | 100.0% | +12.07% | 2.38 | 4 |
| 12.10 → 29.11 | Long | 100.0% | +11.32% | 3.68 | 4 |
| 11.10 → 29.11 | Long | 100.0% | +11.25% | 2.84 | 4 |
| 07.10 → 30.11 | Long | 100.0% | +10.44% | 1.97 | 4 |
| 12.10 → 26.11 | Long | 100.0% | +10.43% | 3.12 | 4 |