United States
Over 2022 to 2025 (4 years of data), UTHRUSUSD has tended to move long between 10.10 and 05.12, closing higher in 100.0% of those years for an average +14.06% move and an annualized Sharpe of 3.23.
Best window
10.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+14.06%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 05.12 | Long | 100.0% | +14.06% | 3.23 | 4 |
| 10.10 → 09.12 | Long | 100.0% | +14.05% | 2.70 | 4 |
| 10.10 → 30.11 | Long | 100.0% |
| +13.82% |
| 2.87 |
| 4 |
| 10.10 → 08.12 | Long | 100.0% | +13.70% | 2.68 | 4 |
| 06.10 → 05.12 | Long | 100.0% | +13.68% | 2.70 | 4 |
| 10.10 → 04.12 | Long | 100.0% | +13.66% | 3.11 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +13.51% | 3.12 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +13.48% | 2.65 | 4 |