Ulcer-Performance-Index-vertical-axis-inflated-in-One-Parameter-Graph

Seems to be something specific to your results. Can you share the script?

Sure, please see the MVP

CODE:
public class Strategy1 : UserStrategyBase
   {
      public Strategy1() 
      {
         AddParameter("Days before EOM", ParameterType.Int32, 5, 1, 25, 1);
      }

      Int32 daysBeforeEom;
      Dictionary<DateTime, int> daysToEom;

      public override void Initialize(BarHistory bars)
      {
         daysBeforeEom = Parameters[0].AsInt;
         daysToEom = GetDaysToEOM(bars);
      }
      
      private Dictionary<DateTime, int> GetDaysToEOM(BarHistory originalBars)
      {
         var daysToEomInternal = new Dictionary<DateTime, int>();
         
         BarHistory bars = BarHistoryCompressor.ToScale(originalBars, HistoryScale.Daily);

         int daysToEomCount = 0;
         for (int i = bars.Count - 1; i > 1; i--)
         {
            daysToEomInternal.Add(bars.DateTimes[i].Date, daysToEomCount);

            if (bars.DateTimes[i].Month != bars.DateTimes[i - 1].Month)
               daysToEomCount = 0;
            else
               daysToEomCount++;
         }
         
         return daysToEomInternal;
      }

      public override void Execute(BarHistory bars, int bar)
      {
         if (bar < 2)
            return;

         if (bars.Scale != HistoryScale.Daily)
         {
            WriteToDebugLog("Strategy works on daily data only");
            return;
         }

         if (HasOpenPosition(bars, PositionType.Long))
         {
            ClosePosition(LastPosition, OrderType.MarketClose, 0, "Time exit");
         }

         if (!HasOpenPosition(bars, PositionType.Long) && daysToEom[bars.DateTimes[bar].Date] == daysBeforeEom)
         {
            PlaceTrade(bars, TransactionType.Buy, OrderType.MarketClose);
         }
      }
   }

What's the MVP?
If you can duplicate it with that script, what symbol(s) and date range did you use?

Edit: I just realized I'm not using the right Scorecard. Stand by...

Ok, I see it, but in this case there appears to be some very large values for daysBeforeEom = 23, 24, 25.

With MVP I meant minimum viable product - so a most simple strategy that allows you to reproduce the issue.

The ticker is SPY for 20 years.

Thank you for the fix!