Over 2022 to 2025 (4 years of data), OHIUSUSD has tended to move long between 18.08 and 12.09, closing higher in 75.0% of those years for an average +4.99% move and an annualized Sharpe of 4.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 12.09 | Long | 75.0% | +4.99% | 4.40 | 4 |
| 18.08 → 10.09 | Long | 75.0% | +4.64% | 4.86 | 4 |
| 17.08 → 12.09 | Long | 75.0% | +4.61% | 4.95 | 4 |
| 18.08 → 11.09 | Long | 75.0% | +4.48% | 4.52 | 4 |
| 12.08 → 12.09 | Long | 75.0% | +4.32% | 4.26 | 4 |
| 18.08 → 09.09 | Long | 75.0% | +4.31% | 4.59 | 4 |
| 17.08 → 10.09 | Long | 75.0% | +4.26% | 5.56 | 4 |
| 18.08 → 13.09 | Long | 75.0% | +4.25% | 3.09 | 4 |