United States
Over 2022 to 2025 (4 years of data), OLEDUSUSD has tended to move short between 07.10 and 03.11, closing higher in 100.0% of those years for an average +7.80% move and an annualized Sharpe of 6.02.
Best window
07.10 - 03.11
Direction
Short
Win rate
100.0%
Avg return
+7.80%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 03.11 | Short | 100.0% | +7.80% | 6.02 | 4 |
| 07.10 → 01.11 | Short | 100.0% | +7.54% | 4.87 | 4 |
| 07.10 → 02.11 | Short | 100.0% |
| +7.48% |
| 5.66 |
| 4 |
| 07.10 → 31.10 | Short | 100.0% | +7.34% | 5.17 | 4 |
| 07.10 → 30.10 | Short | 100.0% | +4.67% | 4.51 | 4 |
| 11.10 → 18.10 | Long | 100.0% | +3.55% | 6.69 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +3.27% | 8.54 | 4 |
| 11.10 → 16.10 | Long | 100.0% | +2.98% | 6.81 | 4 |