Over 2022 to 2025 (4 years of data), UDRUSUSD has tended to move long between 13.07 and 22.07, closing higher in 100.0% of those years for an average +3.33% move and an annualized Sharpe of 8.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 22.07 | Long | 100.0% | +3.33% | 8.69 | 4 |
| 13.07 → 21.07 | Long | 100.0% | +3.23% | 9.52 | 4 |
| 13.07 → 23.07 | Long | 100.0% | +2.99% | 6.58 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +2.66% | 12.75 | 4 |
| 10.07 → 21.07 | Long | 100.0% | +2.56% | 18.32 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +2.52% | 10.70 | 4 |
| 13.07 → 20.07 | Long | 100.0% | +2.45% | 8.26 | 4 |
| 12.07 → 21.07 | Long | 100.0% | +2.42% | 12.62 | 4 |