Over 2022 to 2025 (4 years of data), OCUSUSD has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +9.51% move and an annualized Sharpe of 6.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +9.51% | 6.70 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +8.45% | 7.34 | 4 |
| 07.07 → 24.08 | Long | 100.0% | +7.97% | 6.16 | 4 |
| 07.07 → 23.08 | Long | 100.0% | +7.89% | 8.77 | 4 |
| 08.07 → 24.08 | Long | 100.0% | +7.34% | 5.98 | 4 |
| 08.07 → 23.08 | Long | 100.0% | +7.26% | 8.90 | 4 |
| 09.07 → 24.08 | Long | 100.0% | +7.07% | 5.40 | 4 |
| 09.07 → 23.08 | Long | 100.0% | +6.99% | 7.74 | 4 |