Over 2022 to 2025 (4 years of data), OLNUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +3.78% move and an annualized Sharpe of 9.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +3.78% | 9.51 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +3.40% | 7.49 | 4 |
| 07.07 → 21.07 | Long | 100.0% | +3.32% | 8.22 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +3.14% | 9.61 | 4 |
| 07.07 → 25.07 | Long | 100.0% | +3.12% | 7.45 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +1.35% | 5.26 | 4 |
| 07.07 → 24.08 | Long | 75.0% | +9.46% | 2.96 | 4 |
| 11.07 → 24.08 | Long | 75.0% | +9.02% | 2.27 | 4 |