Over 2022 to 2025 (4 years of data), UDRUSUSD has tended to move short between 21.08 and 10.10, closing higher in 75.0% of those years for an average +7.77% move and an annualized Sharpe of 2.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 10.10 | Short | 75.0% | +7.77% | 2.36 | 4 |
| 17.08 → 10.10 | Short | 75.0% | +7.76% | 1.96 | 4 |
| 16.08 → 10.10 | Short | 75.0% | +7.75% | 1.98 | 4 |
| 18.08 → 10.10 | Short | 75.0% | +7.75% | 1.95 | 4 |
| 22.08 → 10.10 | Short | 75.0% | +7.65% | 2.38 | 4 |
| 21.08 → 20.10 | Short | 75.0% | +7.61% | 2.25 | 4 |
| 20.08 → 10.10 | Short | 75.0% | +7.49% | 2.15 | 4 |
| 22.08 → 20.10 | Short | 75.0% | +7.49% | 2.28 | 4 |