United States
Over 2017 to 2025 (9 years of data), MSFTUSUSD has tended to move long between 11.10 and 16.10, closing higher in 100.0% of those years for an average +2.00% move and an annualized Sharpe of 7.98.
Best window
11.10 - 16.10
Direction
Long
Win rate
100.0%
Avg return
+2.00%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 100.0% | +2.00% | 7.98 | 9 |
| 11.10 → 15.10 | Long | 100.0% | +1.72% | 11.48 | 9 |
| 06.10 → 01.12 | Long | 88.9% |
| +6.40% |
| 2.28 |
| 9 |
| 09.10 → 01.12 | Long | 88.9% | +6.39% | 2.51 | 9 |
| 08.10 → 01.12 | Long | 88.9% | +6.38% | 2.57 | 9 |
| 09.10 → 28.11 | Long | 88.9% | +6.33% | 2.25 | 9 |
| 07.10 → 01.12 | Long | 88.9% | +5.97% | 2.34 | 9 |
| 06.10 → 02.12 | Long | 88.9% | +5.78% | 2.23 | 9 |