Over 2022 to 2025 (4 years of data), UTHRUSUSD has tended to move long between 12.07 and 26.07, closing higher in 100.0% of those years for an average +3.47% move and an annualized Sharpe of 9.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 26.07 | Long | 100.0% | +3.47% | 9.64 | 4 |
| 12.07 → 25.07 | Long | 100.0% | +3.40% | 11.02 | 4 |
| 07.07 → 11.07 | Long | 100.0% | +3.38% | 10.27 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +3.22% | 6.11 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +3.22% | 5.94 | 4 |
| 07.07 → 10.07 | Long | 100.0% | +2.84% | 18.47 | 4 |
| 13.07 → 16.07 | Long | 100.0% | +2.35% | 22.10 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +2.15% | 13.96 | 4 |