Over 2017 to 2025 (9 years of data), UPSUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +3.81% move and an annualized Sharpe of 10.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +3.81% | 10.01 | 8 |
| 07.07 → 21.07 | Long | 100.0% | +3.42% | 8.58 | 8 |
| 11.07 → 22.07 | Long | 100.0% | +2.96% | 8.18 | 8 |
| 07.07 → 24.07 | Long | 87.5% | +4.49% | 3.04 | 8 |
| 08.07 → 22.07 | Long | 87.5% | +3.44% | 7.25 | 8 |
| 10.07 → 22.07 | Long | 87.5% | +3.34% | 6.91 | 8 |
| 07.07 → 23.07 | Long | 87.5% | +3.19% | 2.98 | 8 |
| 09.07 → 22.07 | Long | 87.5% | +3.15% | 6.76 | 8 |