Over 2022 to 2025 (4 years of data), OUSUSD has tended to move short between 22.08 and 19.09, closing higher in 100.0% of those years for an average +4.25% move and an annualized Sharpe of 3.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 19.09 | Short | 100.0% | +4.25% | 3.39 | 4 |
| 21.08 → 10.10 | Short | 75.0% | +8.47% | 2.67 | 4 |
| 21.08 → 14.10 | Short | 75.0% | +8.35% | 2.20 | 4 |
| 22.08 → 10.10 | Short | 75.0% | +8.30% | 2.68 | 4 |
| 16.08 → 10.10 | Short | 75.0% | +8.24% | 2.07 | 4 |
| 20.08 → 10.10 | Short | 75.0% | +8.18% | 2.50 | 4 |
| 22.08 → 14.10 | Short | 75.0% | +8.18% | 2.19 | 4 |
| 20.08 → 14.10 | Short | 75.0% | +8.05% | 2.07 | 4 |