Over 2018 to 2025 (8 years of data), MATUSUSD has tended to move long between 21.08 and 25.08, closing higher in 87.5% of those years for an average +1.38% move and an annualized Sharpe of 2.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 25.08 | Long | 87.5% | +1.38% | 2.85 | 8 |
| 22.08 → 25.08 | Long | 87.5% | +1.05% | 2.47 | 8 |
| 21.08 → 24.08 | Long | 87.5% | +0.72% | 1.83 | 8 |
| 24.08 → 10.10 | Short | 75.0% | +2.46% | 0.64 | 8 |
| 27.08 → 02.10 | Short | 75.0% | +2.32% | 0.76 | 8 |
| 25.08 → 10.10 | Short | 75.0% | +2.28% | 0.59 | 8 |
| 26.08 → 02.10 | Short | 75.0% | +2.24% | 0.66 | 8 |
| 24.08 → 22.10 | Short | 75.0% | +2.23% | 0.58 | 8 |