Over 2018 to 2025 (8 years of data), OKEUSUSD has tended to move long between 22.08 and 30.08, closing higher in 87.5% of those years for an average +1.68% move and an annualized Sharpe of 4.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 30.08 | Long | 87.5% | +1.68% | 4.72 | 8 |
| 23.08 → 29.08 | Long | 87.5% | +1.50% | 7.74 | 8 |
| 22.08 → 27.08 | Long | 87.5% | +0.88% | 3.14 | 8 |
| 27.08 → 17.09 | Long | 75.0% | +3.63% | 2.97 | 8 |
| 27.08 → 19.10 | Long | 75.0% | +3.53% | 0.86 | 8 |
| 22.08 → 17.09 | Long | 75.0% | +3.41% | 3.09 | 8 |
| 27.08 → 16.09 | Long | 75.0% | +3.36% | 2.75 | 8 |
| 24.08 → 17.09 | Long | 75.0% | +3.34% | 2.47 | 8 |