Over 2022 to 2025 (4 years of data), OCDOGBGBX has tended to move long between 07.07 and 07.08, closing higher in 100.0% of those years for an average +34.57% move and an annualized Sharpe of 4.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 07.08 | Long | 100.0% | +34.57% | 4.21 | 4 |
| 07.07 → 09.08 | Long | 100.0% | +34.49% | 4.09 | 4 |
| 08.07 → 07.08 | Long | 100.0% | +33.90% | 3.93 | 4 |
| 08.07 → 09.08 | Long | 100.0% | +33.79% | 3.82 | 4 |
| 07.07 → 08.08 | Long | 100.0% | +33.66% | 3.90 | 4 |
| 08.07 → 08.08 | Long | 100.0% | +33.01% | 3.65 | 4 |
| 11.07 → 09.08 | Long | 100.0% | +32.37% | 3.73 | 4 |
| 09.07 → 07.08 | Long | 100.0% | +32.30% | 3.68 | 4 |