Over 2017 to 2025 (9 years of data), OJUICECMDUSX has tended to move short between 11.09 and 01.11, closing higher in 77.8% of those years for an average +3.64% move and an annualized Sharpe of 0.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.09 → 01.11 | Short | 77.8% | +3.64% | 0.59 | 9 |
| 11.09 → 22.10 | Short | 77.8% | +3.00% | 0.47 | 9 |
| 10.09 → 01.11 | Short | 77.8% | +2.62% | 0.43 | 9 |
| 12.09 → 22.10 | Short | 77.8% | +2.23% | 0.36 | 9 |
| 09.09 → 01.11 | Short | 77.8% | +2.17% | 0.36 | 9 |
| 08.09 → 01.11 | Short | 77.8% | +2.15% | 0.34 | 9 |
| 13.09 → 22.10 | Short | 77.8% | +2.10% | 0.34 | 9 |
| 10.09 → 22.10 | Short | 77.8% | +1.98% | 0.31 | 9 |