United States
Over 2022 to 2025 (4 years of data), OTISUSUSD has tended to move long between 09.10 and 18.10, closing higher in 100.0% of those years for an average +2.00% move and an annualized Sharpe of 6.75.
Best window
09.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+2.00%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 18.10 | Long | 100.0% | +2.00% | 6.75 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +1.96% | 9.39 | 4 |
| 08.10 → 17.10 | Long | 100.0% |
| +1.89% |
| 9.73 |
| 4 |
| 10.10 → 17.10 | Long | 100.0% | +1.62% | 12.26 | 4 |
| 09.10 → 15.10 | Long | 100.0% | +1.54% | 9.42 | 4 |
| 08.10 → 16.10 | Long | 100.0% | +1.52% | 8.60 | 4 |
| 08.10 → 15.10 | Long | 100.0% | +1.51% | 13.46 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +1.50% | 20.21 | 4 |