Over 2022 to 2025 (4 years of data), ODFLUSUSD has tended to move short between 28.07 and 22.09, closing higher in 100.0% of those years for an average +9.18% move and an annualized Sharpe of 4.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 22.09 | Short | 100.0% | +9.18% | 4.42 | 4 |
| 28.07 → 26.09 | Short | 100.0% | +9.07% | 4.39 | 4 |
| 27.07 → 22.09 | Short | 100.0% | +9.00% | 4.45 | 4 |
| 28.07 → 21.09 | Short | 100.0% | +8.54% | 4.30 | 4 |
| 27.07 → 21.09 | Short | 100.0% | +8.35% | 4.21 | 4 |
| 28.07 → 23.09 | Short | 100.0% | +8.31% | 3.81 | 4 |
| 28.07 → 20.09 | Short | 100.0% | +8.16% | 3.98 | 4 |
| 27.07 → 23.09 | Short | 100.0% | +8.13% | 3.81 | 4 |