Over 2022 to 2025 (4 years of data), OLEDUSUSD has tended to move short between 22.08 and 27.08, closing higher in 100.0% of those years for an average +2.29% move and an annualized Sharpe of 6.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 27.08 | Short | 100.0% | +2.29% | 6.80 | 4 |
| 20.08 → 06.10 | Long | 75.0% | +2.39% | 0.70 | 4 |
| 21.08 → 06.10 | Long | 75.0% | +2.39% | 0.72 | 4 |
| 22.08 → 03.09 | Short | 75.0% | +2.37% | 2.12 | 4 |
| 22.08 → 28.08 | Short | 75.0% | +2.28% | 6.12 | 4 |
| 20.08 → 19.09 | Long | 75.0% | +2.25% | 0.80 | 4 |
| 21.08 → 19.09 | Long | 75.0% | +2.25% | 0.83 | 4 |
| 20.08 → 20.09 | Long | 75.0% | +2.24% | 0.80 | 4 |