Over 2020 to 2025 (6 years of data), UCGITEUR has tended to move long between 13.07 and 02.09, closing higher in 100.0% of those years for an average +9.17% move and an annualized Sharpe of 3.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 02.09 | Long | 100.0% | +9.17% | 3.29 | 5 |
| 13.07 → 01.09 | Long | 100.0% | +8.58% | 3.20 | 5 |
| 12.07 → 02.09 | Long | 100.0% | +8.35% | 3.83 | 5 |
| 13.07 → 31.08 | Long | 100.0% | +8.34% | 3.18 | 5 |
| 07.07 → 02.09 | Long | 100.0% | +8.32% | 3.45 | 5 |
| 13.07 → 30.08 | Long | 100.0% | +8.12% | 3.49 | 5 |
| 12.07 → 03.09 | Long | 100.0% | +8.06% | 3.14 | 5 |
| 11.07 → 02.09 | Long | 100.0% | +7.80% | 3.59 | 5 |