United States
Over 2017 to 2025 (9 years of data), UNPUSUSD has tended to move long between 11.10 and 02.12, closing higher in 88.9% of those years for an average +6.79% move and an annualized Sharpe of 3.38.
Best window
11.10 - 02.12
Direction
Long
Win rate
88.9%
Avg return
+6.79%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 88.9% | +6.79% | 3.38 | 9 |
| 11.10 → 01.12 | Long | 88.9% | +5.78% | 3.20 | 9 |
| 11.10 → 30.11 | Long | 88.9% |
| +5.69% |
| 3.18 |
| 9 |
| 08.10 → 28.11 | Long | 88.9% | +4.60% | 1.91 | 9 |
| 11.10 → 16.10 | Long | 87.5% | +2.14% | 10.44 | 8 |
| 11.10 → 15.10 | Long | 87.5% | +1.90% | 11.40 | 8 |
| 12.10 → 15.10 | Long | 87.5% | +1.66% | 9.62 | 8 |
| 06.10 → 02.12 | Long | 77.8% | +6.68% | 2.31 | 9 |