United States
Over 2022 to 2025 (4 years of data), UALUSUSD has tended to move long between 08.10 and 06.12, closing higher in 100.0% of those years for an average +28.04% move and an annualized Sharpe of 2.63.
Best window
08.10 - 06.12
Direction
Long
Win rate
100.0%
Avg return
+28.04%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 06.12 | Long | 100.0% | +28.04% | 2.63 | 4 |
| 10.10 → 06.12 | Long | 100.0% | +27.89% | 2.46 | 4 |
| 07.10 → 06.12 | Long | 100.0% |
| +27.86% |
| 2.52 |
| 4 |
| 09.10 → 06.12 | Long | 100.0% | +27.21% | 2.60 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +26.66% | 2.65 | 4 |
| 10.10 → 04.12 | Long | 100.0% | +26.60% | 2.44 | 4 |
| 10.10 → 03.12 | Long | 100.0% | +26.05% | 2.70 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +25.42% | 2.62 | 4 |