Over 2022 to 2025 (4 years of data), MTCHUSUSD has tended to move long between 07.07 and 01.08, closing higher in 100.0% of those years for an average +11.60% move and an annualized Sharpe of 4.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 01.08 | Long | 100.0% | +11.60% | 4.67 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +11.30% | 3.97 | 4 |
| 08.07 → 01.08 | Long | 100.0% | +10.35% | 3.91 | 4 |
| 09.07 → 01.08 | Long | 100.0% | +9.71% | 4.16 | 4 |
| 11.07 → 01.08 | Long | 100.0% | +8.89% | 4.53 | 4 |
| 11.07 → 31.07 | Long | 100.0% | +8.50% | 4.10 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +8.17% | 6.27 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +7.24% | 6.52 | 4 |