United States
Over 2022 to 2025 (4 years of data), OGEUSUSD has tended to move long between 10.10 and 28.11, closing higher in 100.0% of those years for an average +8.30% move and an annualized Sharpe of 4.46.
Best window
10.10 - 28.11
Direction
Long
Win rate
100.0%
Avg return
+8.30%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 28.11 | Long | 100.0% | +8.30% | 4.46 | 4 |
| 10.10 → 27.11 | Long | 100.0% | +8.05% | 4.16 | 4 |
| 10.10 → 26.11 | Long | 100.0% |
| +8.01% |
| 4.20 |
| 4 |
| 11.10 → 28.11 | Long | 100.0% | +7.64% | 3.76 | 4 |
| 10.10 → 11.11 | Long | 100.0% | +5.72% | 4.06 | 4 |
| 10.10 → 12.11 | Long | 100.0% | +5.33% | 4.23 | 4 |
| 09.10 → 26.10 | Long | 100.0% | +3.37% | 9.61 | 4 |
| 10.10 → 26.10 | Long | 100.0% | +3.33% | 16.04 | 4 |