United States
Over 2018 to 2025 (8 years of data), MATUSUSD has tended to move long between 07.10 and 17.10, closing higher in 87.5% of those years for an average +3.81% move and an annualized Sharpe of 7.78.
Best window
07.10 - 17.10
Direction
Long
Win rate
87.5%
Avg return
+3.81%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 17.10 | Long | 87.5% | +3.81% | 7.78 | 8 |
| 07.10 → 16.10 | Long | 87.5% | +3.67% | 7.50 | 8 |
| 07.10 → 18.10 | Long | 87.5% |
| +3.40% |
| 6.86 |
| 8 |
| 06.10 → 17.10 | Long | 87.5% | +3.36% | 6.22 | 8 |
| 06.10 → 16.10 | Long | 87.5% | +3.23% | 5.54 | 8 |
| 05.10 → 17.10 | Long | 87.5% | +3.17% | 5.41 | 8 |
| 06.10 → 18.10 | Long | 87.5% | +2.95% | 5.21 | 8 |
| 08.10 → 17.10 | Long | 87.5% | +2.92% | 6.14 | 8 |