Over 2017 to 2025 (9 years of data), MUUSUSD has tended to move short between 13.07 and 26.08, closing higher in 100.0% of those years for an average +7.92% move and an annualized Sharpe of 2.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 26.08 | Short | 100.0% | +7.92% | 2.97 | 8 |
| 13.07 → 25.08 | Short | 100.0% | +7.86% | 3.28 | 8 |
| 11.07 → 26.08 | Short | 100.0% | +7.45% | 2.58 | 8 |
| 11.07 → 25.08 | Short | 100.0% | +7.41% | 2.85 | 8 |
| 07.07 → 12.07 | Long | 100.0% | +4.56% | 9.53 | 8 |
| 13.07 → 23.08 | Short | 87.5% | +8.44% | 3.31 | 8 |
| 13.07 → 22.08 | Short | 87.5% | +8.38% | 3.30 | 8 |
| 11.07 → 23.08 | Short | 87.5% | +8.00% | 2.95 | 8 |