United States
Over 2022 to 2025 (4 years of data), OCUSUSD has tended to move short between 09.10 and 02.11, closing higher in 100.0% of those years for an average +5.01% move and an annualized Sharpe of 5.79.
Best window
09.10 - 02.11
Direction
Short
Win rate
100.0%
Avg return
+5.01%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 02.11 | Short | 100.0% | +5.01% | 5.79 | 4 |
| 08.10 → 02.11 | Short | 100.0% | +4.99% | 5.63 | 4 |
| 09.10 → 03.11 | Short | 100.0% |
| +4.46% |
| 7.81 |
| 4 |
| 08.10 → 03.11 | Short | 100.0% | +4.45% | 7.58 | 4 |
| 09.10 → 04.11 | Short | 100.0% | +4.45% | 4.77 | 4 |
| 08.10 → 04.11 | Short | 100.0% | +4.44% | 4.65 | 4 |
| 09.10 → 09.11 | Short | 75.0% | +6.00% | 1.91 | 4 |
| 08.10 → 09.11 | Short | 75.0% | +5.98% | 1.88 | 4 |