Over 2017 to 2025 (9 years of data), UNHUSUSD has tended to move long between 07.07 and 15.08, closing higher in 100.0% of those years for an average +6.21% move and an annualized Sharpe of 3.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.08 | Long | 100.0% | +6.21% | 3.34 | 8 |
| 07.07 → 17.08 | Long | 100.0% | +6.03% | 3.38 | 8 |
| 07.07 → 16.08 | Long | 100.0% | +5.98% | 3.34 | 8 |
| 08.07 → 17.08 | Long | 100.0% | +5.77% | 3.14 | 8 |
| 07.07 → 18.08 | Long | 87.5% | +6.05% | 3.30 | 8 |
| 09.07 → 15.08 | Long | 87.5% | +6.02% | 3.17 | 8 |
| 08.07 → 15.08 | Long | 87.5% | +5.96% | 3.09 | 8 |
| 09.07 → 18.08 | Long | 87.5% | +5.85% | 3.18 | 8 |