United States
Over 2022 to 2025 (4 years of data), OGNUSUSD has tended to move short between 19.09 and 16.11, closing higher in 100.0% of those years for an average +27.93% move and an annualized Sharpe of 6.61.
Best window
19.09 - 16.11
Direction
Short
Win rate
100.0%
Avg return
+27.93%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 16.11 | Short | 100.0% | +27.93% | 6.61 | 4 |
| 19.09 → 17.11 | Short | 100.0% | +27.87% | 7.38 | 4 |
| 15.09 → 06.11 | Short | 100.0% |
| +27.72% |
| 8.16 |
| 4 |
| 15.09 → 05.11 | Short | 100.0% | +27.70% | 7.10 | 4 |
| 19.09 → 06.11 | Short | 100.0% | +27.53% | 8.06 | 4 |
| 19.09 → 18.11 | Short | 100.0% | +27.53% | 6.69 | 4 |
| 19.09 → 05.11 | Short | 100.0% | +27.49% | 6.99 | 4 |
| 17.09 → 16.11 | Short | 100.0% | +27.47% | 6.66 | 4 |