Over 2017 to 2025 (9 years of data), UNPUSUSD has tended to move long between 25.07 and 21.08, closing higher in 87.5% of those years for an average +4.75% move and an annualized Sharpe of 3.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 21.08 | Long | 87.5% | +4.75% | 3.93 | 8 |
| 25.07 → 19.08 | Long | 87.5% | +4.59% | 3.89 | 8 |
| 25.07 → 20.08 | Long | 87.5% | +4.56% | 3.88 | 8 |
| 25.07 → 22.08 | Long | 87.5% | +4.51% | 3.40 | 8 |
| 25.07 → 14.08 | Long | 87.5% | +4.40% | 3.56 | 8 |
| 25.07 → 13.08 | Long | 87.5% | +4.35% | 4.23 | 8 |
| 25.07 → 25.08 | Long | 87.5% | +4.32% | 2.34 | 8 |
| 25.07 → 15.08 | Long | 87.5% | +4.19% | 3.13 | 8 |