Over 2022 to 2025 (4 years of data), MTDUSUSD has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +7.46% move and an annualized Sharpe of 9.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +7.46% | 9.29 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +7.42% | 8.98 | 4 |
| 07.07 → 01.08 | Long | 100.0% | +7.00% | 4.85 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +6.82% | 4.59 | 4 |
| 13.07 → 28.07 | Long | 100.0% | +6.77% | 5.40 | 4 |
| 13.07 → 29.07 | Long | 100.0% | +6.72% | 5.17 | 4 |
| 10.07 → 28.07 | Long | 100.0% | +6.56% | 6.27 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +6.54% | 10.56 | 4 |