Over 2017 to 2025 (9 years of data), ULTAUSUSD has tended to move short between 16.07 and 04.08, closing higher in 87.5% of those years for an average +4.87% move and an annualized Sharpe of 2.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.07 → 04.08 | Short | 87.5% | +4.87% | 2.98 | 8 |
| 16.07 → 02.08 | Short | 87.5% | +4.27% | 3.18 | 8 |
| 16.07 → 01.08 | Short | 87.5% | +3.61% | 3.33 | 8 |
| 16.07 → 31.07 | Short | 87.5% | +2.34% | 2.46 | 8 |
| 16.07 → 30.07 | Short | 87.5% | +1.94% | 2.10 | 8 |
| 16.07 → 28.07 | Short | 87.5% | +1.88% | 2.08 | 8 |
| 16.07 → 27.07 | Short | 87.5% | +1.44% | 1.77 | 8 |
| 17.07 → 03.08 | Short | 75.0% | +5.29% | 3.13 | 8 |