Over 2022 to 2025 (4 years of data), OLNUSUSD has tended to move short between 26.08 and 23.09, closing higher in 100.0% of those years for an average +11.27% move and an annualized Sharpe of 3.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 23.09 | Short | 100.0% | +11.27% | 3.77 | 4 |
| 25.08 → 23.09 | Short | 100.0% | +10.50% | 3.96 | 4 |
| 24.08 → 23.09 | Short | 100.0% | +10.04% | 3.90 | 4 |
| 25.08 → 21.09 | Short | 100.0% | +9.64% | 3.73 | 4 |
| 25.08 → 22.09 | Short | 100.0% | +9.54% | 3.66 | 4 |
| 24.08 → 21.09 | Short | 100.0% | +9.17% | 3.66 | 4 |
| 24.08 → 22.09 | Short | 100.0% | +9.07% | 3.59 | 4 |
| 25.08 → 20.09 | Short | 100.0% | +8.53% | 3.94 | 4 |