Over 2017 to 2025 (9 years of data), OXYUSUSD has tended to move short between 13.07 and 21.08, closing higher in 77.8% of those years for an average +5.82% move and an annualized Sharpe of 1.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 21.08 | Short | 77.8% | +5.82% | 1.32 | 9 |
| 11.07 → 21.08 | Short | 77.8% | +5.68% | 1.32 | 9 |
| 13.07 → 17.08 | Short | 77.8% | +5.62% | 1.73 | 9 |
| 11.07 → 17.08 | Short | 77.8% | +5.46% | 1.75 | 9 |
| 12.07 → 16.08 | Short | 77.8% | +5.46% | 2.06 | 9 |
| 12.07 → 20.08 | Short | 77.8% | +5.46% | 1.19 | 9 |
| 13.07 → 16.08 | Short | 77.8% | +5.39% | 2.01 | 9 |
| 13.07 → 20.08 | Short | 77.8% | +5.37% | 1.17 | 9 |