Over 2017 to 2025 (9 years of data), ULTAUSUSD has tended to move short between 13.07 and 03.08, closing higher in 87.5% of those years for an average +4.60% move and an annualized Sharpe of 2.74.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 03.08 | Short | 87.5% | +4.60% | 2.74 | 8 |
| 09.07 → 03.08 | Short | 87.5% | +3.65% | 2.37 | 8 |
| 10.07 → 03.08 | Short | 87.5% | +3.19% | 2.03 | 8 |
| 07.07 → 22.07 | Long | 87.5% | +2.53% | 4.10 | 8 |
| 08.07 → 16.07 | Long | 87.5% | +2.36% | 7.17 | 8 |
| 08.07 → 22.07 | Long | 87.5% | +2.28% | 4.11 | 8 |
| 08.07 → 20.07 | Long | 87.5% | +1.96% | 3.68 | 8 |
| 09.07 → 16.07 | Long | 87.5% | +1.92% | 5.48 | 8 |