Crypto assets
Over 2021 to 2025 (5 years of data), MATUSD has tended to move long between 12.10 and 06.12, closing higher in 100.0% of those years for an average +69.32% move and an annualized Sharpe of 5.19.
Best window
12.10 - 06.12
Direction
Long
Win rate
100.0%
Avg return
+69.32%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 06.12 | Long | 100.0% | +69.32% | 5.19 | 4 |
| 12.10 → 04.12 | Long | 100.0% | +68.31% | 5.20 | 4 |
| 11.10 → 06.12 | Long | 100.0% |
| +68.08% |
| 4.90 |
| 4 |
| 12.10 → 08.12 | Long | 100.0% | +67.77% | 5.02 | 4 |
| 12.10 → 03.12 | Long | 100.0% | +67.66% | 5.28 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +67.08% | 4.91 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +66.52% | 4.75 | 4 |
| 12.10 → 05.12 | Long | 100.0% | +66.46% | 5.26 | 4 |