Over 2022 to 2025 (4 years of data), OLEDUSUSD has tended to move short between 13.07 and 02.08, closing higher in 75.0% of those years for an average +4.72% move and an annualized Sharpe of 1.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 02.08 | Short | 75.0% | +4.72% | 1.43 | 4 |
| 12.07 → 02.08 | Short | 75.0% | +4.49% | 1.37 | 4 |
| 07.07 → 27.07 | Long | 75.0% | +3.88% | 3.65 | 4 |
| 07.07 → 16.07 | Long | 75.0% | +3.87% | 6.28 | 4 |
| 11.07 → 27.07 | Long | 75.0% | +3.77% | 3.08 | 4 |
| 11.07 → 16.07 | Long | 75.0% | +3.71% | 7.75 | 4 |
| 10.07 → 02.08 | Short | 75.0% | +3.55% | 1.03 | 4 |
| 07.07 → 18.07 | Long | 75.0% | +3.54% | 4.63 | 4 |