Over 2022 to 2025 (4 years of data), OKTAUSUSD has tended to move long between 12.07 and 15.08, closing higher in 100.0% of those years for an average +2.88% move and an annualized Sharpe of 3.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 15.08 | Long | 100.0% | +2.88% | 3.71 | 4 |
| 11.07 → 21.07 | Long | 100.0% | +1.89% | 11.79 | 4 |
| 11.07 → 20.07 | Long | 100.0% | +1.48% | 14.06 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +1.43% | 16.93 | 4 |
| 13.07 → 26.08 | Long | 100.0% | +0.72% | 3.20 | 4 |
| 15.07 → 22.08 | Long | 100.0% | +0.54% | 5.39 | 4 |
| 13.07 → 22.08 | Long | 100.0% | +0.44% | 22.31 | 4 |
| 17.07 → 15.09 | Short | 75.0% | +10.12% | 1.19 | 4 |