Over 2018 to 2025 (8 years of data), MATUSUSD has tended to move short between 15.08 and 18.08, closing higher in 87.5% of those years for an average +1.07% move and an annualized Sharpe of 4.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 18.08 | Short | 87.5% | +1.07% | 4.26 | 8 |
| 15.08 → 02.10 | Short | 75.0% | +4.28% | 1.59 | 8 |
| 12.08 → 10.10 | Short | 75.0% | +3.92% | 1.11 | 8 |
| 15.08 → 25.09 | Short | 75.0% | +3.70% | 1.82 | 8 |
| 15.08 → 09.10 | Short | 75.0% | +3.70% | 1.34 | 8 |
| 14.08 → 10.10 | Short | 75.0% | +3.69% | 1.01 | 8 |
| 15.08 → 12.10 | Short | 75.0% | +3.69% | 1.26 | 8 |
| 15.08 → 26.09 | Short | 75.0% | +3.64% | 1.87 | 8 |