Over 2022 to 2025 (4 years of data), MASIUSUSD has tended to move short between 08.07 and 17.07, closing higher in 100.0% of those years for an average +10.26% move and an annualized Sharpe of 7.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 17.07 | Short | 100.0% | +10.26% | 7.14 | 4 |
| 08.07 → 18.07 | Short | 100.0% | +10.12% | 5.46 | 4 |
| 07.07 → 17.07 | Short | 100.0% | +9.53% | 6.08 | 4 |
| 09.07 → 18.07 | Short | 100.0% | +9.49% | 5.43 | 4 |
| 08.07 → 16.07 | Short | 100.0% | +4.52% | 12.36 | 4 |
| 08.07 → 15.07 | Short | 100.0% | +4.16% | 15.59 | 4 |
| 07.07 → 16.07 | Short | 100.0% | +3.78% | 9.81 | 4 |
| 07.07 → 15.07 | Short | 100.0% | +3.42% | 11.36 | 4 |