Over 2022 to 2025 (4 years of data), MSCIUSUSD has tended to move long between 21.07 and 11.09, closing higher in 100.0% of those years for an average +8.90% move and an annualized Sharpe of 4.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 11.09 | Long | 100.0% | +8.90% | 4.24 | 4 |
| 23.07 → 11.09 | Long | 100.0% | +8.71% | 5.67 | 4 |
| 23.07 → 14.08 | Long | 100.0% | +8.68% | 6.90 | 4 |
| 24.07 → 11.09 | Long | 100.0% | +8.55% | 5.84 | 4 |
| 24.07 → 14.08 | Long | 100.0% | +8.52% | 6.90 | 4 |
| 23.07 → 13.08 | Long | 100.0% | +8.33% | 6.18 | 4 |
| 21.07 → 12.09 | Long | 100.0% | +8.18% | 3.51 | 4 |
| 24.07 → 13.08 | Long | 100.0% | +8.17% | 6.22 | 4 |