Over 2022 to 2025 (4 years of data), UGIUSUSD has tended to move short between 09.09 and 06.10, closing higher in 100.0% of those years for an average +9.09% move and an annualized Sharpe of 5.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 06.10 | Short | 100.0% | +9.09% | 5.02 | 4 |
| 09.09 → 31.10 | Short | 100.0% | +9.03% | 5.48 | 3 |
| 08.09 → 06.10 | Short | 100.0% | +8.88% | 5.35 | 4 |
| 10.09 → 06.10 | Short | 100.0% | +8.84% | 4.94 | 4 |
| 09.09 → 07.10 | Short | 100.0% | +8.79% | 4.68 | 4 |
| 09.09 → 09.10 | Short | 100.0% | +8.75% | 4.70 | 4 |
| 08.09 → 31.10 | Short | 100.0% | +8.70% | 5.96 | 3 |
| 12.09 → 01.11 | Short | 100.0% | +8.66% | 7.30 | 3 |