Over 2021 to 2025 (5 years of data), UNIUSD has tended to move long between 09.09 and 08.11, closing higher in 80.0% of those years for an average +16.23% move and an annualized Sharpe of 2.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 08.11 | Long | 80.0% | +16.23% | 2.85 | 5 |
| 14.09 → 08.11 | Long | 80.0% | +16.05% | 3.45 | 5 |
| 14.09 → 10.11 | Long | 80.0% | +15.98% | 2.55 | 5 |
| 14.09 → 11.11 | Long | 80.0% | +14.75% | 2.02 | 5 |
| 10.09 → 08.11 | Long | 80.0% | +13.51% | 2.69 | 5 |
| 11.09 → 08.11 | Long | 80.0% | +13.24% | 2.52 | 5 |
| 12.09 → 08.11 | Long | 80.0% | +13.24% | 2.37 | 5 |
| 09.09 → 06.11 | Long | 80.0% | +12.32% | 1.00 | 5 |