Over 2022 to 2025 (4 years of data), MTDUSUSD has tended to move short between 14.08 and 25.09, closing higher in 100.0% of those years for an average +8.92% move and an annualized Sharpe of 4.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 25.09 | Short | 100.0% | +8.92% | 4.35 | 4 |
| 16.08 → 25.09 | Short | 100.0% | +8.49% | 4.32 | 4 |
| 14.08 → 21.09 | Short | 100.0% | +8.47% | 4.85 | 4 |
| 14.08 → 22.09 | Short | 100.0% | +8.23% | 4.60 | 4 |
| 16.08 → 21.09 | Short | 100.0% | +8.04% | 4.97 | 4 |
| 15.08 → 21.09 | Short | 100.0% | +8.00% | 4.30 | 4 |
| 14.08 → 23.09 | Short | 100.0% | +7.87% | 4.32 | 4 |
| 16.08 → 22.09 | Short | 100.0% | +7.79% | 4.58 | 4 |