Over 2022 to 2025 (4 years of data), UALUSUSD has tended to move short between 16.08 and 21.08, closing higher in 100.0% of those years for an average +4.19% move and an annualized Sharpe of 13.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 21.08 | Short | 100.0% | +4.19% | 13.13 | 4 |
| 16.08 → 20.08 | Short | 100.0% | +3.65% | 11.72 | 4 |
| 17.08 → 21.08 | Short | 100.0% | +3.51% | 11.49 | 4 |
| 17.08 → 20.08 | Short | 100.0% | +2.97% | 10.93 | 4 |
| 20.08 → 23.08 | Long | 100.0% | +1.53% | 17.18 | 4 |
| 22.08 → 21.10 | Long | 75.0% | +15.20% | 0.98 | 4 |
| 22.08 → 19.10 | Long | 75.0% | +14.89% | 0.99 | 4 |
| 21.08 → 19.10 | Long | 75.0% | +14.49% | 0.95 | 4 |