Over 2017 to 2025 (9 years of data), UNHUSUSD has tended to move long between 09.09 and 08.11, closing higher in 100.0% of those years for an average +6.82% move and an annualized Sharpe of 3.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 08.11 | Long | 100.0% | +6.82% | 3.33 | 9 |
| 08.09 → 07.11 | Long | 100.0% | +6.62% | 3.50 | 9 |
| 09.09 → 07.11 | Long | 100.0% | +6.56% | 3.15 | 9 |
| 11.09 → 08.11 | Long | 88.9% | +6.71% | 2.56 | 9 |
| 11.09 → 09.11 | Long | 88.9% | +6.61% | 2.48 | 9 |
| 11.09 → 10.11 | Long | 88.9% | +6.54% | 2.40 | 9 |
| 12.09 → 08.11 | Long | 88.9% | +6.49% | 2.29 | 9 |
| 13.09 → 08.11 | Long | 88.9% | +6.46% | 2.32 | 9 |