Over 2017 to 2025 (9 years of data), MUSUSD has tended to move short between 08.07 and 16.07, closing higher in 87.5% of those years for an average +2.92% move and an annualized Sharpe of 3.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 16.07 | Short | 87.5% | +2.92% | 3.60 | 8 |
| 07.07 → 23.07 | Long | 87.5% | +1.44% | 1.08 | 8 |
| 07.07 → 21.07 | Long | 87.5% | +0.80% | 0.61 | 8 |
| 09.07 → 03.08 | Short | 75.0% | +3.88% | 2.09 | 8 |
| 11.07 → 03.08 | Short | 75.0% | +3.82% | 2.07 | 8 |
| 08.07 → 03.08 | Short | 75.0% | +3.73% | 2.10 | 8 |
| 09.07 → 04.08 | Short | 75.0% | +3.51% | 1.98 | 8 |
| 11.07 → 04.08 | Short | 75.0% | +3.45% | 1.91 | 8 |