United States
Over 2022 to 2025 (4 years of data), OGNUSUSD has tended to move short between 08.10 and 09.11, closing higher in 100.0% of those years for an average +22.67% move and an annualized Sharpe of 8.99.
Best window
08.10 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+22.67%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 09.11 | Short | 100.0% | +22.67% | 8.99 | 3 |
| 09.10 → 09.11 | Short | 100.0% | +21.95% | 9.40 | 3 |
| 06.10 → 20.11 | Short | 100.0% |
| +21.79% |
| 4.91 |
| 4 |
| 10.10 → 09.11 | Short | 100.0% | +21.76% | 8.44 | 3 |
| 06.10 → 21.11 | Short | 100.0% | +21.61% | 4.81 | 4 |
| 06.10 → 19.11 | Short | 100.0% | +21.23% | 5.16 | 4 |
| 06.10 → 22.11 | Short | 100.0% | +20.95% | 4.45 | 4 |
| 06.10 → 16.11 | Short | 100.0% | +20.73% | 5.41 | 4 |