United States
Over 2022 to 2025 (4 years of data), UGIUSUSD has tended to move long between 09.10 and 28.11, closing higher in 100.0% of those years for an average +18.39% move and an annualized Sharpe of 6.22.
Best window
09.10 - 28.11
Direction
Long
Win rate
100.0%
Avg return
+18.39%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 28.11 | Long | 100.0% | +18.39% | 6.22 | 4 |
| 08.10 → 28.11 | Long | 100.0% | +18.37% | 6.20 | 4 |
| 10.10 → 28.11 | Long | 100.0% |
| +18.14% |
| 5.50 |
| 4 |
| 07.10 → 28.11 | Long | 100.0% | +18.12% | 6.37 | 4 |
| 09.10 → 25.11 | Long | 100.0% | +18.06% | 6.57 | 4 |
| 08.10 → 25.11 | Long | 100.0% | +18.04% | 6.54 | 4 |
| 09.10 → 29.11 | Long | 100.0% | +17.95% | 5.51 | 4 |
| 08.10 → 29.11 | Long | 100.0% | +17.93% | 5.51 | 4 |