Over 2017 to 2025 (9 years of data), AMATUSUSD has tended to move short between 13.07 and 23.08, closing higher in 88.9% of those years for an average +4.54% move and an annualized Sharpe of 1.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 23.08 | Short | 88.9% | +4.54% | 1.50 | 9 |
| 13.07 → 25.08 | Short | 77.8% | +4.23% | 1.46 | 9 |
| 08.07 → 29.07 | Long | 77.8% | +4.15% | 1.84 | 9 |
| 13.07 → 27.08 | Short | 77.8% | +4.14% | 1.34 | 9 |
| 11.07 → 23.08 | Short | 77.8% | +4.13% | 1.24 | 9 |
| 13.07 → 22.08 | Short | 77.8% | +4.11% | 1.30 | 9 |
| 13.07 → 26.08 | Short | 77.8% | +4.04% | 1.31 | 9 |
| 07.07 → 31.07 | Long | 77.8% | +3.97% | 1.75 | 9 |