Over 2022 to 2025 (4 years of data), UHSUSUSD has tended to move long between 11.07 and 24.08, closing higher in 75.0% of those years for an average +5.60% move and an annualized Sharpe of 1.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 24.08 | Long | 75.0% | +5.60% | 1.01 | 4 |
| 11.07 → 23.08 | Long | 75.0% | +5.35% | 0.97 | 4 |
| 09.07 → 24.08 | Long | 75.0% | +5.11% | 0.94 | 4 |
| 12.07 → 24.08 | Long | 75.0% | +5.06% | 0.97 | 4 |
| 13.07 → 24.08 | Long | 75.0% | +5.01% | 1.03 | 4 |
| 11.07 → 19.08 | Long | 75.0% | +4.99% | 1.00 | 4 |
| 11.07 → 20.08 | Long | 75.0% | +4.87% | 0.96 | 4 |
| 09.07 → 23.08 | Long | 75.0% | +4.86% | 0.89 | 4 |