Over 2017 to 2025 (9 years of data), UNPUSUSD has tended to move long between 08.07 and 20.08, closing higher in 87.5% of those years for an average +6.27% move and an annualized Sharpe of 2.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 20.08 | Long | 87.5% | +6.27% | 2.98 | 8 |
| 08.07 → 12.08 | Long | 87.5% | +6.15% | 2.97 | 8 |
| 08.07 → 18.08 | Long | 87.5% | +6.01% | 2.79 | 8 |
| 07.07 → 20.08 | Long | 87.5% | +5.79% | 2.90 | 8 |
| 07.07 → 12.08 | Long | 87.5% | +5.68% | 2.86 | 8 |
| 07.07 → 18.08 | Long | 87.5% | +5.54% | 2.70 | 8 |
| 08.07 → 10.08 | Long | 87.5% | +5.48% | 2.72 | 8 |
| 08.07 → 09.08 | Long | 87.5% | +4.94% | 2.72 | 8 |