Over 2017 to 2025 (9 years of data), MSFTUSUSD has tended to move long between 07.07 and 20.07, closing higher in 88.9% of those years for an average +1.32% move and an annualized Sharpe of 2.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 20.07 | Long | 88.9% | +1.32% | 2.06 | 9 |
| 07.07 → 28.08 | Long | 77.8% | +2.43% | 0.97 | 9 |
| 10.07 → 28.08 | Long | 77.8% | +2.20% | 0.99 | 9 |
| 07.07 → 20.08 | Long | 77.8% | +2.04% | 1.05 | 9 |
| 07.07 → 03.08 | Long | 77.8% | +1.97% | 1.20 | 9 |
| 08.07 → 20.08 | Long | 77.8% | +1.97% | 1.05 | 9 |
| 07.07 → 22.07 | Long | 77.8% | +1.93% | 2.64 | 9 |
| 08.07 → 03.08 | Long | 77.8% | +1.91% | 1.21 | 9 |