Over 2022 to 2025 (4 years of data), OLNUSUSD has tended to move long between 26.07 and 25.08, closing higher in 100.0% of those years for an average +8.67% move and an annualized Sharpe of 4.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 25.08 | Long | 100.0% | +8.67% | 4.40 | 4 |
| 26.07 → 29.08 | Long | 100.0% | +8.32% | 4.96 | 4 |
| 26.07 → 26.08 | Long | 100.0% | +8.07% | 5.32 | 4 |
| 26.07 → 27.08 | Long | 100.0% | +8.00% | 5.39 | 4 |
| 26.07 → 30.08 | Long | 100.0% | +7.95% | 5.23 | 4 |
| 26.07 → 31.08 | Long | 100.0% | +7.25% | 4.79 | 4 |
| 26.07 → 23.08 | Long | 100.0% | +6.91% | 4.38 | 4 |
| 26.07 → 24.08 | Long | 100.0% | +6.85% | 4.38 | 4 |