Over 2021 to 2025 (5 years of data), MATUSD has tended to move long between 07.07 and 20.07, closing higher in 100.0% of those years for an average +31.77% move and an annualized Sharpe of 7.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 20.07 | Long | 100.0% | +31.77% | 7.52 | 4 |
| 07.07 → 17.07 | Long | 100.0% | +29.49% | 6.79 | 4 |
| 08.07 → 20.07 | Long | 100.0% | +28.67% | 9.95 | 4 |
| 07.07 → 21.07 | Long | 100.0% | +28.19% | 7.53 | 4 |
| 07.07 → 18.07 | Long | 100.0% | +27.74% | 6.42 | 4 |
| 07.07 → 19.07 | Long | 100.0% | +27.09% | 8.31 | 4 |
| 08.07 → 17.07 | Long | 100.0% | +26.38% | 8.40 | 4 |
| 12.07 → 20.07 | Long | 100.0% | +25.43% | 6.49 | 4 |