Over 2017 to 2025 (9 years of data), OJUICECMDUSX has tended to move long between 07.07 and 19.07, closing higher in 87.5% of those years for an average +5.83% move and an annualized Sharpe of 2.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 19.07 | Long | 87.5% | +5.83% | 2.22 | 8 |
| 07.07 → 18.07 | Long | 87.5% | +5.30% | 2.13 | 8 |
| 07.07 → 13.07 | Long | 87.5% | +4.74% | 2.67 | 8 |
| 07.07 → 21.07 | Long | 75.0% | +6.67% | 2.02 | 8 |
| 07.07 → 20.07 | Long | 75.0% | +6.06% | 1.99 | 8 |
| 07.07 → 29.07 | Long | 75.0% | +5.58% | 2.27 | 8 |
| 09.07 → 20.07 | Long | 75.0% | +4.71% | 2.03 | 8 |
| 07.07 → 14.07 | Long | 75.0% | +4.65% | 2.43 | 8 |