Over 2011 to 2025 (15 years of data), UNANLEUR has tended to move long between 11.09 and 17.09, closing higher in 90.0% of those years for an average +0.54% move and an annualized Sharpe of 2.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.09 → 17.09 | Long | 90.0% | +0.54% | 2.55 | 10 |
| 11.09 → 30.09 | Long | 80.0% | +1.20% | 2.26 | 10 |
| 10.09 → 30.09 | Long | 80.0% | +0.98% | 1.95 | 10 |
| 09.09 → 12.09 | Short | 80.0% | +0.93% | 3.56 | 10 |
| 11.09 → 01.10 | Long | 80.0% | +0.74% | 1.10 | 10 |
| 08.09 → 13.09 | Short | 70.0% | +1.35% | 3.49 | 10 |
| 09.09 → 13.09 | Short | 70.0% | +1.32% | 4.01 | 10 |
| 08.09 → 24.09 | Short | 70.0% | +1.29% | 2.09 | 10 |