United States
Over 2022 to 2025 (4 years of data), OUSUSD has tended to move long between 11.10 and 17.10, closing higher in 100.0% of those years for an average +1.83% move and an annualized Sharpe of 9.94.
Best window
11.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+1.83%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 17.10 | Long | 100.0% | +1.83% | 9.94 | 4 |
| 11.10 → 16.10 | Long | 100.0% | +1.55% | 8.38 | 4 |
| 11.10 → 15.10 | Long | 100.0% |
| +1.27% |
| 10.97 |
| 4 |
| 11.10 → 18.10 | Long | 75.0% | +2.41% | 7.11 | 4 |
| 09.10 → 18.10 | Long | 75.0% | +2.18% | 6.55 | 4 |
| 06.10 → 30.10 | Short | 75.0% | +2.17% | 1.97 | 4 |
| 05.10 → 30.10 | Short | 75.0% | +2.13% | 1.97 | 4 |
| 10.10 → 18.10 | Long | 75.0% | +2.05% | 6.57 | 4 |