Over 2018 to 2025 (8 years of data), OKEUSUSD has tended to move short between 27.07 and 03.08, closing higher in 100.0% of those years for an average +2.59% move and an annualized Sharpe of 14.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 03.08 | Short | 100.0% | +2.59% | 14.32 | 8 |
| 23.07 → 04.08 | Short | 100.0% | +2.43% | 8.70 | 8 |
| 26.07 → 03.08 | Short | 100.0% | +2.12% | 12.78 | 8 |
| 23.07 → 03.08 | Short | 87.5% | +2.63% | 6.33 | 8 |
| 27.07 → 04.08 | Short | 87.5% | +2.37% | 8.45 | 8 |
| 27.07 → 05.08 | Short | 87.5% | +2.20% | 3.81 | 8 |
| 23.07 → 07.08 | Short | 87.5% | +2.18% | 5.04 | 8 |
| 24.07 → 03.08 | Short | 87.5% | +2.12% | 6.66 | 8 |