United States
Over 2017 to 2025 (9 years of data), MUSUSD has tended to move long between 08.10 and 02.12, closing higher in 100.0% of those years for an average +31.58% move and an annualized Sharpe of 3.30.
Best window
08.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+31.58%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 02.12 | Long | 100.0% | +31.58% | 3.30 | 9 |
| 07.10 → 02.12 | Long | 100.0% | +31.41% | 3.12 | 9 |
| 06.10 → 02.12 | Long | 100.0% |
| +31.30% |
| 3.24 |
| 9 |
| 10.10 → 02.12 | Long | 100.0% | +30.59% | 3.49 | 9 |
| 05.10 → 02.12 | Long | 100.0% | +30.46% | 3.13 | 9 |
| 08.10 → 03.12 | Long | 100.0% | +30.28% | 2.90 | 9 |
| 07.10 → 03.12 | Long | 100.0% | +30.13% | 2.75 | 9 |
| 09.10 → 02.12 | Long | 100.0% | +30.13% | 3.48 | 9 |