Over 2022 to 2025 (4 years of data), OLLIUSUSD has tended to move long between 12.07 and 16.07, closing higher in 100.0% of those years for an average +2.42% move and an annualized Sharpe of 24.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Long | 100.0% | +2.42% | 24.20 | 4 |
| 13.07 → 16.07 | Long | 100.0% | +2.10% | 21.37 | 4 |
| 12.07 → 15.07 | Long | 100.0% | +0.86% | 14.37 | 4 |
| 13.07 → 01.09 | Short | 75.0% | +6.27% | 1.74 | 4 |
| 12.07 → 01.09 | Short | 75.0% | +5.93% | 1.56 | 4 |
| 11.07 → 01.09 | Short | 75.0% | +5.65% | 1.29 | 4 |
| 10.07 → 01.09 | Short | 75.0% | +4.71% | 1.01 | 4 |
| 07.07 → 16.07 | Long | 75.0% | +4.45% | 7.22 | 4 |