Over 2022 to 2025 (4 years of data), OKTAUSUSD has tended to move long between 12.07 and 29.07, closing higher in 100.0% of those years for an average +4.89% move and an annualized Sharpe of 8.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 29.07 | Long | 100.0% | +4.89% | 8.24 | 4 |
| 12.07 → 14.08 | Long | 100.0% | +4.78% | 2.70 | 4 |
| 12.07 → 15.08 | Long | 100.0% | +4.66% | 2.87 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +4.56% | 7.67 | 4 |
| 12.07 → 31.07 | Long | 100.0% | +4.29% | 7.40 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +4.18% | 8.53 | 4 |
| 11.07 → 14.08 | Long | 100.0% | +2.84% | 3.63 | 4 |
| 11.07 → 15.08 | Long | 100.0% | +2.73% | 4.24 | 4 |