Over 2022 to 2025 (4 years of data), OGEUSUSD has tended to move long between 28.07 and 02.08, closing higher in 100.0% of those years for an average +2.10% move and an annualized Sharpe of 14.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 02.08 | Long | 100.0% | +2.10% | 14.27 | 4 |
| 28.07 → 31.07 | Long | 100.0% | +1.53% | 14.69 | 4 |
| 22.07 → 02.08 | Long | 75.0% | +3.25% | 5.28 | 4 |
| 22.07 → 01.08 | Long | 75.0% | +3.13% | 4.53 | 4 |
| 25.07 → 02.08 | Long | 75.0% | +3.07% | 8.24 | 4 |
| 25.07 → 01.08 | Long | 75.0% | +2.95% | 6.55 | 4 |
| 24.07 → 02.08 | Long | 75.0% | +2.86% | 5.90 | 4 |
| 24.07 → 01.08 | Long | 75.0% | +2.74% | 4.90 | 4 |