Over 2022 to 2025 (4 years of data), OTISUSUSD has tended to move short between 23.07 and 16.09, closing higher in 100.0% of those years for an average +6.73% move and an annualized Sharpe of 6.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 16.09 | Short | 100.0% | +6.73% | 6.08 | 4 |
| 23.07 → 21.09 | Short | 100.0% | +6.71% | 5.35 | 4 |
| 22.07 → 16.09 | Short | 100.0% | +6.68% | 8.74 | 4 |
| 23.07 → 18.09 | Short | 100.0% | +6.48% | 6.93 | 4 |
| 23.07 → 20.09 | Short | 100.0% | +6.47% | 5.39 | 4 |
| 22.07 → 18.09 | Short | 100.0% | +6.42% | 12.82 | 4 |
| 22.07 → 20.09 | Short | 100.0% | +6.42% | 7.12 | 4 |
| 23.07 → 15.09 | Short | 100.0% | +6.29% | 5.49 | 4 |