Over 2022 to 2025 (4 years of data), MTDUSUSD has tended to move short between 23.08 and 25.09, closing higher in 100.0% of those years for an average +6.76% move and an annualized Sharpe of 4.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 25.09 | Short | 100.0% | +6.76% | 4.30 | 4 |
| 25.08 → 25.09 | Short | 100.0% | +6.42% | 4.19 | 4 |
| 22.08 → 25.09 | Short | 100.0% | +6.34% | 3.92 | 4 |
| 23.08 → 21.09 | Short | 100.0% | +6.34% | 6.52 | 4 |
| 24.08 → 25.09 | Short | 100.0% | +6.29% | 4.48 | 4 |
| 23.08 → 22.09 | Short | 100.0% | +6.07% | 5.22 | 4 |
| 25.08 → 21.09 | Short | 100.0% | +6.01% | 6.55 | 4 |
| 22.08 → 21.09 | Short | 100.0% | +5.90% | 4.93 | 4 |