Over 2022 to 2025 (4 years of data), UGIUSUSD has tended to move long between 07.07 and 30.07, closing higher in 100.0% of those years for an average +7.16% move and an annualized Sharpe of 7.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 30.07 | Long | 100.0% | +7.16% | 7.66 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +6.98% | 7.29 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +6.94% | 8.15 | 4 |
| 07.07 → 01.08 | Long | 100.0% | +6.89% | 6.45 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +6.78% | 5.89 | 4 |
| 10.07 → 30.07 | Long | 100.0% | +6.78% | 6.83 | 4 |
| 09.07 → 01.08 | Long | 100.0% | +6.71% | 6.13 | 4 |
| 08.07 → 01.08 | Long | 100.0% | +6.68% | 6.73 | 4 |