Over 2021 to 2025 (5 years of data), MATUSD has tended to move short between 22.07 and 20.09, closing higher in 100.0% of those years for an average +22.38% move and an annualized Sharpe of 8.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 20.09 | Short | 100.0% | +22.38% | 8.33 | 4 |
| 23.07 → 21.09 | Short | 100.0% | +22.13% | 7.17 | 4 |
| 23.07 → 20.09 | Short | 100.0% | +20.68% | 7.25 | 4 |
| 24.07 → 21.09 | Short | 100.0% | +19.81% | 4.33 | 4 |
| 28.07 → 21.09 | Short | 100.0% | +19.25% | 5.88 | 4 |
| 22.07 → 19.09 | Short | 100.0% | +19.19% | 4.63 | 4 |
| 22.07 → 16.09 | Short | 100.0% | +19.05% | 3.60 | 4 |
| 22.07 → 19.08 | Short | 100.0% | +19.02% | 11.17 | 4 |