United States
Over 2022 to 2025 (4 years of data), OHIUSUSD has tended to move long between 09.10 and 31.10, closing higher in 100.0% of those years for an average +5.13% move and an annualized Sharpe of 6.23.
Best window
09.10 - 31.10
Direction
Long
Win rate
100.0%
Avg return
+5.13%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 31.10 | Long | 100.0% | +5.13% | 6.23 | 4 |
| 08.10 → 31.10 | Long | 100.0% | +4.94% | 5.53 | 4 |
| 07.10 → 31.10 | Long | 100.0% |
| +4.92% |
| 5.74 |
| 4 |
| 09.10 → 23.10 | Long | 100.0% | +4.65% | 10.95 | 3 |
| 09.10 → 01.11 | Long | 100.0% | +4.61% | 6.42 | 4 |
| 08.10 → 01.11 | Long | 100.0% | +4.42% | 5.73 | 4 |
| 07.10 → 01.11 | Long | 100.0% | +4.40% | 6.32 | 4 |
| 09.10 → 26.10 | Long | 100.0% | +4.19% | 7.16 | 4 |