United States
Over 2022 to 2025 (4 years of data), ODFLUSUSD has tended to move long between 05.10 and 02.12, closing higher in 100.0% of those years for an average +8.18% move and an annualized Sharpe of 2.49.
Best window
05.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+8.18%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.12 | Long | 100.0% | +8.18% | 2.49 | 4 |
| 06.10 → 02.12 | Long | 100.0% | +7.98% | 2.63 | 4 |
| 05.10 → 03.12 | Long | 100.0% |
| +7.76% |
| 3.49 |
| 4 |
| 06.10 → 03.12 | Long | 100.0% | +7.58% | 3.71 | 4 |
| 05.10 → 04.12 | Long | 100.0% | +7.20% | 4.22 | 4 |
| 06.10 → 04.12 | Long | 100.0% | +7.02% | 4.81 | 4 |
| 07.10 → 23.10 | Short | 100.0% | +2.53% | 5.58 | 4 |
| 05.10 → 08.10 | Long | 100.0% | +2.26% | 15.58 | 4 |