United States
Over 2022 to 2025 (4 years of data), MTCHUSUSD has tended to move short between 05.10 and 09.11, closing higher in 100.0% of those years for an average +13.72% move and an annualized Sharpe of 5.81.
Best window
05.10 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+13.72%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 09.11 | Short | 100.0% | +13.72% | 5.81 | 4 |
| 05.10 → 08.11 | Short | 100.0% | +13.45% | 6.19 | 4 |
| 05.10 → 07.11 | Short | 100.0% |
| +13.21% |
| 6.98 |
| 4 |
| 05.10 → 04.11 | Short | 100.0% | +12.46% | 5.01 | 4 |
| 06.10 → 09.11 | Short | 100.0% | +12.32% | 6.79 | 4 |
| 05.10 → 13.11 | Short | 100.0% | +12.20% | 4.30 | 4 |
| 07.10 → 09.11 | Short | 100.0% | +12.03% | 5.71 | 4 |
| 06.10 → 08.11 | Short | 100.0% | +12.00% | 6.89 | 4 |