Over 2017 to 2025 (9 years of data), MSFTUSUSD has tended to move long between 08.09 and 07.11, closing higher in 88.9% of those years for an average +4.55% move and an annualized Sharpe of 1.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 07.11 | Long | 88.9% | +4.55% | 1.62 | 9 |
| 11.09 → 08.11 | Long | 88.9% | +4.37% | 1.42 | 9 |
| 09.09 → 08.11 | Long | 88.9% | +4.34% | 1.51 | 9 |
| 10.09 → 08.11 | Long | 88.9% | +4.14% | 1.35 | 9 |
| 11.09 → 09.11 | Long | 88.9% | +3.67% | 1.12 | 9 |
| 10.09 → 09.11 | Long | 88.9% | +3.43% | 1.07 | 9 |
| 08.09 → 16.10 | Long | 88.9% | +1.68% | 1.42 | 9 |
| 08.09 → 17.10 | Long | 88.9% | +1.31% | 1.19 | 9 |