Over 2022 to 2025 (4 years of data), UALUSUSD has tended to move long between 09.07 and 19.07, closing higher in 100.0% of those years for an average +8.52% move and an annualized Sharpe of 8.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 19.07 | Long | 100.0% | +8.52% | 8.33 | 4 |
| 07.07 → 19.07 | Long | 100.0% | +7.86% | 7.49 | 4 |
| 11.07 → 19.07 | Long | 100.0% | +7.83% | 8.83 | 4 |
| 08.07 → 19.07 | Long | 100.0% | +7.78% | 7.27 | 4 |
| 13.07 → 19.07 | Long | 100.0% | +6.69% | 15.63 | 4 |
| 09.07 → 20.07 | Long | 100.0% | +6.03% | 6.51 | 4 |
| 07.07 → 20.07 | Long | 100.0% | +5.39% | 5.81 | 4 |
| 08.07 → 20.07 | Long | 100.0% | +5.29% | 5.91 | 4 |