United States
Over 2022 to 2025 (4 years of data), OKTAUSUSD has tended to move short between 10.10 and 04.11, closing higher in 100.0% of those years for an average +11.47% move and an annualized Sharpe of 7.51.
Best window
10.10 - 04.11
Direction
Short
Win rate
100.0%
Avg return
+11.47%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 04.11 | Short | 100.0% | +11.47% | 7.51 | 4 |
| 10.10 → 20.11 | Short | 100.0% | +10.81% | 6.72 | 4 |
| 10.10 → 17.11 | Short | 100.0% |
| +10.50% |
| 7.63 |
| 4 |
| 10.10 → 21.11 | Short | 100.0% | +10.50% | 5.51 | 4 |
| 10.10 → 05.11 | Short | 100.0% | +10.15% | 6.55 | 4 |
| 10.10 → 16.11 | Short | 100.0% | +10.14% | 6.49 | 4 |
| 10.10 → 19.11 | Short | 100.0% | +10.14% | 6.63 | 4 |
| 11.10 → 04.11 | Short | 100.0% | +10.07% | 5.77 | 4 |