United States
Over 2017 to 2025 (9 years of data), ULTAUSUSD has tended to move long between 10.10 and 06.12, closing higher in 100.0% of those years for an average +13.10% move and an annualized Sharpe of 4.12.
Best window
10.10 - 06.12
Direction
Long
Win rate
100.0%
Avg return
+13.10%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 06.12 | Long | 100.0% | +13.10% | 4.12 | 9 |
| 08.10 → 06.12 | Long | 100.0% | +12.96% | 4.38 | 9 |
| 11.10 → 06.12 | Long | 100.0% |
| +12.96% |
| 4.44 |
| 9 |
| 09.10 → 06.12 | Long | 100.0% | +12.61% | 4.14 | 9 |
| 07.10 → 06.12 | Long | 100.0% | +12.40% | 3.94 | 9 |
| 10.10 → 07.12 | Long | 88.9% | +11.51% | 2.85 | 9 |
| 10.10 → 08.12 | Long | 88.9% | +11.41% | 2.84 | 9 |
| 08.10 → 07.12 | Long | 88.9% | +11.36% | 2.95 | 9 |