Over 2017 to 2025 (9 years of data), MSUSUSD has tended to move long between 08.07 and 27.07, closing higher in 100.0% of those years for an average +6.83% move and an annualized Sharpe of 11.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.07 | Long | 100.0% | +6.83% | 11.39 | 8 |
| 08.07 → 28.07 | Long | 100.0% | +6.73% | 10.92 | 8 |
| 08.07 → 26.07 | Long | 100.0% | +6.72% | 11.06 | 8 |
| 08.07 → 23.07 | Long | 100.0% | +6.60% | 9.71 | 8 |
| 08.07 → 25.07 | Long | 100.0% | +6.48% | 9.87 | 8 |
| 08.07 → 29.07 | Long | 100.0% | +6.48% | 9.86 | 8 |
| 08.07 → 22.07 | Long | 100.0% | +6.30% | 9.57 | 8 |
| 08.07 → 24.07 | Long | 100.0% | +6.19% | 8.51 | 8 |