United States
Over 2017 to 2025 (9 years of data), MSUSUSD has tended to move long between 12.10 and 02.12, closing higher in 100.0% of those years for an average +12.47% move and an annualized Sharpe of 3.53.
Best window
12.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+12.47%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 02.12 | Long | 100.0% | +12.47% | 3.53 | 9 |
| 13.10 → 02.12 | Long | 100.0% | +12.44% | 3.89 | 9 |
| 12.10 → 03.12 | Long | 100.0% |
| +12.07% |
| 3.48 |
| 9 |
| 13.10 → 03.12 | Long | 100.0% | +12.03% | 3.91 | 9 |
| 13.10 → 17.10 | Long | 100.0% | +4.34% | 15.62 | 8 |
| 12.10 → 17.10 | Long | 100.0% | +4.30% | 15.92 | 8 |
| 13.10 → 16.10 | Long | 100.0% | +3.87% | 20.20 | 8 |
| 12.10 → 16.10 | Long | 100.0% | +3.85% | 14.77 | 8 |