United States
Over 2018 to 2025 (8 years of data), OKEUSUSD has tended to move long between 11.10 and 22.10, closing higher in 100.0% of those years for an average +3.31% move and an annualized Sharpe of 7.34.
Best window
11.10 - 22.10
Direction
Long
Win rate
100.0%
Avg return
+3.31%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 22.10 | Long | 100.0% | +3.31% | 7.34 | 8 |
| 08.10 → 04.12 | Long | 87.5% | +10.57% | 1.68 | 8 |
| 11.10 → 10.12 | Long | 87.5% |
| +10.53% |
| 1.59 |
| 8 |
| 08.10 → 05.12 | Long | 87.5% | +10.49% | 1.68 | 8 |
| 11.10 → 08.12 | Long | 87.5% | +10.22% | 1.72 | 8 |
| 11.10 → 07.12 | Long | 87.5% | +10.01% | 1.77 | 8 |
| 12.10 → 08.12 | Long | 87.5% | +9.93% | 1.72 | 8 |
| 11.10 → 24.11 | Long | 87.5% | +9.56% | 2.10 | 8 |