Over 2022 to 2025 (4 years of data), MTNUSUSD has tended to move long between 10.07 and 06.09, closing higher in 75.0% of those years for an average +3.30% move and an annualized Sharpe of 1.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 06.09 | Long | 75.0% | +3.30% | 1.15 | 4 |
| 12.07 → 06.09 | Long | 75.0% | +3.04% | 1.43 | 4 |
| 07.07 → 07.08 | Short | 75.0% | +2.93% | 1.81 | 4 |
| 10.07 → 08.09 | Long | 75.0% | +2.84% | 0.69 | 4 |
| 09.07 → 07.08 | Short | 75.0% | +2.81% | 1.47 | 4 |
| 10.07 → 07.09 | Long | 75.0% | +2.69% | 0.82 | 4 |
| 13.07 → 07.08 | Short | 75.0% | +2.68% | 1.18 | 4 |
| 08.07 → 07.08 | Short | 75.0% | +2.54% | 1.37 | 4 |