Over 2021 to 2025 (5 years of data), UNIUSD has tended to move long between 08.07 and 27.07, closing higher in 100.0% of those years for an average +30.03% move and an annualized Sharpe of 5.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.07 | Long | 100.0% | +30.03% | 5.04 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +28.30% | 5.57 | 4 |
| 08.07 → 20.07 | Long | 100.0% | +23.23% | 9.37 | 4 |
| 12.07 → 20.07 | Long | 100.0% | +20.84% | 11.31 | 4 |
| 08.07 → 21.07 | Long | 100.0% | +20.79% | 8.55 | 4 |
| 08.07 → 19.07 | Long | 100.0% | +20.00% | 8.88 | 4 |
| 08.07 → 17.07 | Long | 100.0% | +19.95% | 10.37 | 4 |
| 08.07 → 18.07 | Long | 100.0% | +19.77% | 9.21 | 4 |