United States
Over 2017 to 2025 (9 years of data), MUUSUSD has tended to move long between 06.10 and 24.11, closing higher in 88.9% of those years for an average +11.76% move and an annualized Sharpe of 2.40.
Best window
06.10 - 24.11
Direction
Long
Win rate
88.9%
Avg return
+11.76%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 24.11 | Long | 88.9% | +11.76% | 2.40 | 9 |
| 08.10 → 24.11 | Long | 88.9% | +11.75% | 2.59 | 9 |
| 10.10 → 24.11 | Long | 88.9% |
| +11.71% |
| 3.07 |
| 9 |
| 06.10 → 23.11 | Long | 88.9% | +11.57% | 2.38 | 9 |
| 08.10 → 23.11 | Long | 88.9% | +11.57% | 2.57 | 9 |
| 10.10 → 23.11 | Long | 88.9% | +11.52% | 3.06 | 9 |
| 06.10 → 25.11 | Long | 88.9% | +11.28% | 2.31 | 9 |
| 08.10 → 25.11 | Long | 88.9% | +11.28% | 2.49 | 9 |