Over 2018 to 2025 (8 years of data), OKEUSUSD has tended to move long between 11.07 and 30.07, closing higher in 75.0% of those years for an average +2.05% move and an annualized Sharpe of 1.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 30.07 | Long | 75.0% | +2.05% | 1.69 | 8 |
| 07.07 → 30.07 | Long | 75.0% | +2.03% | 2.24 | 8 |
| 08.07 → 30.07 | Long | 75.0% | +1.88% | 1.72 | 8 |
| 11.07 → 29.07 | Long | 75.0% | +1.84% | 1.32 | 8 |
| 11.07 → 22.07 | Long | 75.0% | +1.80% | 2.06 | 8 |
| 11.07 → 23.07 | Long | 75.0% | +1.61% | 1.88 | 8 |
| 09.07 → 30.07 | Long | 75.0% | +1.45% | 1.18 | 8 |
| 11.07 → 17.07 | Long | 75.0% | +1.35% | 2.74 | 8 |