United States
Over 2022 to 2025 (4 years of data), MSCIUSUSD has tended to move long between 11.10 and 01.12, closing higher in 100.0% of those years for an average +8.26% move and an annualized Sharpe of 1.82.
Best window
11.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+8.26%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 100.0% | +8.26% | 1.82 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +7.54% | 1.64 | 4 |
| 10.10 → 01.12 | Long | 100.0% |
| +7.33% |
| 1.88 |
| 4 |
| 08.10 → 10.11 | Long | 100.0% | +6.80% | 2.54 | 4 |
| 11.10 → 27.11 | Long | 100.0% | +6.76% | 2.02 | 4 |
| 11.10 → 28.11 | Long | 100.0% | +6.71% | 1.97 | 4 |
| 11.10 → 26.11 | Long | 100.0% | +6.55% | 1.94 | 4 |
| 09.10 → 10.11 | Long | 100.0% | +6.34% | 2.33 | 4 |