Over 2022 to 2025 (4 years of data), OGNUSUSD has tended to move long between 07.07 and 25.07, closing higher in 100.0% of those years for an average +6.51% move and an annualized Sharpe of 6.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.07 | Long | 100.0% | +6.51% | 6.92 | 4 |
| 10.07 → 25.07 | Long | 100.0% | +6.18% | 6.14 | 4 |
| 09.07 → 25.07 | Long | 100.0% | +6.08% | 6.42 | 4 |
| 08.07 → 25.07 | Long | 100.0% | +5.79% | 6.03 | 4 |
| 10.07 → 26.07 | Long | 100.0% | +5.62% | 5.47 | 4 |
| 11.07 → 25.07 | Long | 100.0% | +5.35% | 8.16 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +5.19% | 7.41 | 4 |
| 12.07 → 25.07 | Long | 100.0% | +5.02% | 7.86 | 4 |