Over 2022 to 2025 (4 years of data), MASIUSUSD has tended to move short between 25.08 and 19.09, closing higher in 100.0% of those years for an average +5.06% move and an annualized Sharpe of 7.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 19.09 | Short | 100.0% | +5.06% | 7.52 | 4 |
| 25.08 → 13.09 | Short | 100.0% | +5.00% | 9.66 | 4 |
| 26.08 → 19.09 | Short | 100.0% | +4.97% | 8.61 | 4 |
| 25.08 → 17.09 | Short | 100.0% | +4.58% | 6.71 | 4 |
| 26.08 → 17.09 | Short | 100.0% | +4.48% | 7.10 | 4 |
| 25.08 → 18.09 | Short | 100.0% | +4.40% | 6.29 | 4 |
| 25.08 → 16.09 | Short | 100.0% | +4.35% | 6.08 | 4 |
| 26.08 → 18.09 | Short | 100.0% | +4.29% | 5.99 | 4 |