United States
Over 2017 to 2025 (9 years of data), UPSUSUSD has tended to move long between 05.10 and 02.12, closing higher in 88.9% of those years for an average +5.71% move and an annualized Sharpe of 2.72.
Best window
05.10 - 02.12
Direction
Long
Win rate
88.9%
Avg return
+5.71%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.12 | Long | 88.9% | +5.71% | 2.72 | 9 |
| 05.10 → 01.12 | Long | 88.9% | +4.91% | 2.53 | 9 |
| 08.10 → 17.10 | Long | 87.5% |
| +2.58% |
| 6.91 |
| 8 |
| 08.10 → 16.10 | Long | 87.5% | +2.48% | 7.46 | 8 |
| 10.10 → 17.10 | Long | 87.5% | +2.36% | 8.27 | 8 |
| 11.10 → 17.10 | Long | 87.5% | +2.33% | 8.80 | 8 |
| 07.10 → 17.10 | Long | 87.5% | +2.28% | 7.07 | 8 |
| 10.10 → 16.10 | Long | 87.5% | +2.25% | 9.71 | 8 |