Over 2022 to 2025 (4 years of data), MSCIUSUSD has tended to move long between 12.07 and 10.09, closing higher in 100.0% of those years for an average +11.60% move and an annualized Sharpe of 4.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 10.09 | Long | 100.0% | +11.60% | 4.53 | 4 |
| 12.07 → 13.08 | Long | 100.0% | +11.41% | 4.50 | 4 |
| 13.07 → 10.09 | Long | 100.0% | +11.36% | 4.38 | 4 |
| 13.07 → 13.08 | Long | 100.0% | +11.20% | 4.27 | 4 |
| 13.07 → 11.09 | Long | 100.0% | +10.96% | 3.63 | 4 |
| 12.07 → 12.08 | Long | 100.0% | +10.85% | 4.33 | 4 |
| 13.07 → 12.08 | Long | 100.0% | +10.65% | 4.04 | 4 |
| 12.07 → 08.09 | Long | 100.0% | +10.63% | 3.62 | 4 |