Over 2022 to 2025 (4 years of data), OGEUSUSD has tended to move long between 09.07 and 01.08, closing higher in 100.0% of those years for an average +6.38% move and an annualized Sharpe of 5.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 01.08 | Long | 100.0% | +6.38% | 5.38 | 4 |
| 08.07 → 01.08 | Long | 100.0% | +6.35% | 5.79 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +6.22% | 6.63 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +6.19% | 7.05 | 4 |
| 10.07 → 01.08 | Long | 100.0% | +6.02% | 5.79 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +5.93% | 6.07 | 4 |
| 08.07 → 31.07 | Long | 100.0% | +5.89% | 6.49 | 4 |
| 10.07 → 30.07 | Long | 100.0% | +5.87% | 7.02 | 4 |