United States
Over 2022 to 2025 (4 years of data), MTNUSUSD has tended to move long between 11.10 and 11.11, closing higher in 100.0% of those years for an average +5.66% move and an annualized Sharpe of 5.15.
Best window
11.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+5.66%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 11.11 | Long | 100.0% | +5.66% | 5.15 | 4 |
| 10.10 → 11.11 | Long | 100.0% | +5.44% | 5.17 | 4 |
| 11.10 → 12.11 | Long | 100.0% |
| +5.13% |
| 6.40 |
| 4 |
| 10.10 → 12.11 | Long | 100.0% | +4.92% | 6.15 | 4 |
| 11.10 → 14.10 | Long | 100.0% | +3.20% | 25.26 | 4 |
| 10.10 → 14.10 | Long | 100.0% | +3.00% | 14.16 | 4 |
| 05.10 → 30.10 | Short | 100.0% | +2.95% | 4.08 | 4 |
| 08.10 → 14.10 | Long | 100.0% | +2.52% | 10.45 | 4 |