Over 2022 to 2025 (4 years of data), OTISUSUSD has tended to move long between 10.07 and 16.07, closing higher in 100.0% of those years for an average +1.88% move and an annualized Sharpe of 11.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 16.07 | Long | 100.0% | +1.88% | 11.08 | 4 |
| 09.07 → 18.07 | Long | 100.0% | +1.81% | 11.76 | 4 |
| 10.07 → 21.07 | Long | 100.0% | +1.80% | 7.51 | 4 |
| 11.07 → 18.07 | Long | 100.0% | +1.78% | 7.06 | 4 |
| 11.07 → 16.07 | Long | 100.0% | +1.73% | 22.33 | 4 |
| 09.07 → 21.07 | Long | 100.0% | +1.70% | 13.80 | 4 |
| 10.07 → 15.07 | Long | 100.0% | +1.68% | 10.25 | 4 |
| 07.07 → 16.07 | Long | 100.0% | +1.59% | 10.39 | 4 |