United States
Over 2022 to 2025 (4 years of data), MTDUSUSD has tended to move short between 09.10 and 12.10, closing higher in 100.0% of those years for an average +2.77% move and an annualized Sharpe of 19.37.
Best window
09.10 - 12.10
Direction
Short
Win rate
100.0%
Avg return
+2.77%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 12.10 | Short | 100.0% | +2.77% | 19.37 | 4 |
| 08.10 → 12.10 | Short | 100.0% | +2.47% | 16.30 | 4 |
| 09.10 → 13.10 | Short | 100.0% |
| +2.26% |
| 15.54 |
| 4 |
| 08.10 → 13.10 | Short | 100.0% | +1.96% | 15.09 | 4 |
| 09.10 → 14.10 | Short | 100.0% | +1.90% | 14.22 | 4 |
| 08.10 → 14.10 | Short | 100.0% | +1.59% | 11.64 | 4 |
| 11.10 → 02.12 | Long | 75.0% | +8.50% | 1.33 | 4 |
| 12.10 → 11.12 | Long | 75.0% | +8.30% | 1.21 | 4 |