United States
Over 2022 to 2025 (4 years of data), OLNUSUSD has tended to move long between 11.10 and 17.10, closing higher in 100.0% of those years for an average +2.79% move and an annualized Sharpe of 13.48.
Best window
11.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+2.79%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 17.10 | Long | 100.0% | +2.79% | 13.48 | 4 |
| 06.10 → 01.11 | Short | 75.0% | +7.07% | 1.89 | 4 |
| 06.10 → 31.10 | Short | 75.0% |
| +7.06% |
| 2.24 |
| 4 |
| 06.10 → 30.10 | Short | 75.0% | +6.99% | 2.28 | 4 |
| 07.10 → 31.10 | Short | 75.0% | +6.79% | 2.03 | 4 |
| 07.10 → 01.11 | Short | 75.0% | +6.77% | 1.72 | 4 |
| 07.10 → 30.10 | Short | 75.0% | +6.71% | 2.06 | 4 |
| 05.10 → 31.10 | Short | 75.0% | +6.55% | 1.87 | 4 |