Over 2017 to 2025 (9 years of data), AMATUSUSD has tended to move short between 28.07 and 08.09, closing higher in 88.9% of those years for an average +7.94% move and an annualized Sharpe of 3.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 08.09 | Short | 88.9% | +7.94% | 3.68 | 9 |
| 28.07 → 09.09 | Short | 88.9% | +7.30% | 3.20 | 9 |
| 28.07 → 10.09 | Short | 88.9% | +7.29% | 3.14 | 9 |
| 27.07 → 10.09 | Short | 88.9% | +7.05% | 2.97 | 9 |
| 23.07 → 10.09 | Short | 88.9% | +6.94% | 2.37 | 9 |
| 24.07 → 08.09 | Short | 88.9% | +6.93% | 2.69 | 9 |
| 25.07 → 08.09 | Short | 88.9% | +6.64% | 3.02 | 9 |
| 27.07 → 06.09 | Short | 88.9% | +6.55% | 2.58 | 9 |