Over 2022 to 2025 (4 years of data), OHIUSUSD has tended to move long between 09.07 and 07.09, closing higher in 100.0% of those years for an average +12.91% move and an annualized Sharpe of 5.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 07.09 | Long | 100.0% | +12.91% | 5.31 | 4 |
| 09.07 → 03.09 | Long | 100.0% | +12.86% | 6.84 | 4 |
| 09.07 → 31.08 | Long | 100.0% | +12.81% | 7.33 | 4 |
| 09.07 → 01.09 | Long | 100.0% | +12.77% | 7.04 | 4 |
| 09.07 → 04.09 | Long | 100.0% | +12.71% | 5.21 | 4 |
| 09.07 → 02.09 | Long | 100.0% | +12.67% | 7.05 | 4 |
| 10.07 → 07.09 | Long | 100.0% | +12.64% | 5.16 | 4 |
| 07.07 → 03.09 | Long | 100.0% | +12.61% | 6.77 | 4 |