United States
Over 2022 to 2025 (4 years of data), ONUSUSD has tended to move short between 15.09 and 04.11, closing higher in 100.0% of those years for an average +12.86% move and an annualized Sharpe of 2.78.
Best window
15.09 - 04.11
Direction
Short
Win rate
100.0%
Avg return
+12.86%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 04.11 | Short | 100.0% | +12.86% | 2.78 | 3 |
| 19.09 → 31.10 | Short | 100.0% | +12.52% | 2.97 | 4 |
| 19.09 → 02.11 | Short | 100.0% |
| +12.15% |
| 3.37 |
| 4 |
| 19.09 → 03.11 | Short | 100.0% | +12.09% | 3.55 | 4 |
| 19.09 → 04.11 | Short | 100.0% | +12.07% | 3.31 | 4 |
| 19.09 → 09.11 | Short | 100.0% | +12.05% | 2.82 | 4 |
| 20.09 → 31.10 | Short | 100.0% | +11.96% | 2.71 | 4 |
| 20.09 → 02.11 | Short | 100.0% | +11.59% | 3.01 | 4 |