Over 2022 to 2025 (4 years of data), ONUSUSD has tended to move short between 24.08 and 10.10, closing higher in 100.0% of those years for an average +8.33% move and an annualized Sharpe of 5.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 10.10 | Short | 100.0% | +8.33% | 5.14 | 4 |
| 26.08 → 15.10 | Short | 100.0% | +8.25% | 2.69 | 4 |
| 26.08 → 14.10 | Short | 100.0% | +8.20% | 2.40 | 4 |
| 26.08 → 24.10 | Short | 100.0% | +7.78% | 3.95 | 4 |
| 26.08 → 13.10 | Short | 100.0% | +7.66% | 2.82 | 4 |
| 24.08 → 15.10 | Short | 100.0% | +7.59% | 3.83 | 4 |
| 24.08 → 14.10 | Short | 100.0% | +7.58% | 3.18 | 4 |
| 24.08 → 23.10 | Short | 100.0% | +7.51% | 4.16 | 4 |