Over 2022 to 2025 (4 years of data), ODFLUSUSD has tended to move long between 07.07 and 25.07, closing higher in 100.0% of those years for an average +7.03% move and an annualized Sharpe of 5.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.07 | Long | 100.0% | +7.03% | 5.15 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +5.95% | 5.11 | 4 |
| 13.07 → 23.07 | Long | 100.0% | +4.96% | 5.47 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +4.59% | 6.18 | 4 |
| 07.07 → 21.07 | Long | 100.0% | +4.40% | 9.39 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +4.24% | 8.21 | 4 |
| 11.07 → 23.07 | Long | 100.0% | +4.13% | 7.84 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +3.98% | 11.11 | 4 |