Over 2022 to 2025 (4 years of data), OLLIUSUSD has tended to move short between 16.08 and 07.10, closing higher in 100.0% of those years for an average +7.95% move and an annualized Sharpe of 2.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 07.10 | Short | 100.0% | +7.95% | 2.92 | 4 |
| 21.08 → 19.10 | Short | 100.0% | +7.82% | 3.39 | 4 |
| 20.08 → 19.10 | Short | 100.0% | +7.81% | 3.30 | 4 |
| 16.08 → 02.09 | Short | 100.0% | +7.29% | 6.37 | 4 |
| 17.08 → 07.10 | Short | 100.0% | +7.25% | 2.89 | 4 |
| 16.08 → 01.09 | Short | 100.0% | +7.24% | 6.40 | 4 |
| 16.08 → 03.09 | Short | 100.0% | +7.05% | 5.87 | 4 |
| 21.08 → 16.10 | Short | 100.0% | +7.00% | 3.10 | 4 |