Over 2022 to 2025 (4 years of data), ONUSUSD has tended to move long between 07.07 and 29.07, closing higher in 100.0% of those years for an average +13.80% move and an annualized Sharpe of 5.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 100.0% | +13.80% | 5.72 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +12.61% | 6.23 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +12.43% | 4.24 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +11.15% | 5.29 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +10.63% | 4.99 | 4 |
| 07.07 → 18.07 | Long | 100.0% | +9.50% | 12.54 | 4 |
| 07.07 → 16.07 | Long | 100.0% | +9.36% | 36.82 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +9.10% | 10.42 | 4 |