Over 2022 to 2025 (4 years of data), MRVLUSUSD has tended to move short between 11.07 and 05.09, closing higher in 100.0% of those years for an average +7.59% move and an annualized Sharpe of 4.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 05.09 | Short | 100.0% | +7.59% | 4.25 | 4 |
| 13.07 → 05.09 | Short | 100.0% | +7.42% | 3.88 | 4 |
| 10.07 → 05.09 | Short | 100.0% | +7.09% | 4.00 | 4 |
| 09.07 → 06.09 | Short | 100.0% | +6.94% | 3.23 | 4 |
| 09.07 → 05.09 | Short | 100.0% | +6.52% | 4.40 | 4 |
| 08.07 → 06.09 | Short | 100.0% | +6.16% | 3.46 | 4 |
| 08.07 → 05.09 | Short | 100.0% | +5.68% | 3.89 | 4 |
| 09.07 → 03.09 | Short | 100.0% | +5.39% | 3.26 | 4 |