Over 2018 to 2025 (8 years of data), MATUSUSD has tended to move short between 12.07 and 17.07, closing higher in 87.5% of those years for an average +2.43% move and an annualized Sharpe of 8.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 17.07 | Short | 87.5% | +2.43% | 8.22 | 8 |
| 07.07 → 30.07 | Long | 75.0% | +7.74% | 2.26 | 8 |
| 08.07 → 30.07 | Long | 75.0% | +7.26% | 2.15 | 8 |
| 07.07 → 28.07 | Long | 75.0% | +6.92% | 2.18 | 8 |
| 07.07 → 29.07 | Long | 75.0% | +6.91% | 2.08 | 8 |
| 08.07 → 28.07 | Long | 75.0% | +6.44% | 2.07 | 8 |
| 08.07 → 29.07 | Long | 75.0% | +6.43% | 1.97 | 8 |
| 07.07 → 27.07 | Long | 75.0% | +6.16% | 2.19 | 8 |