United States
Over 2017 to 2025 (9 years of data), OXYUSUSD has tended to move short between 09.10 and 17.10, closing higher in 77.8% of those years for an average +4.53% move and an annualized Sharpe of 6.10.
Best window
09.10 - 17.10
Direction
Short
Win rate
77.8%
Avg return
+4.53%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 17.10 | Short | 77.8% | +4.53% | 6.10 | 9 |
| 09.10 → 21.10 | Short | 77.8% | +4.46% | 4.40 | 9 |
| 09.10 → 18.10 | Short | 77.8% |
| +4.39% |
| 5.11 |
| 9 |
| 09.10 → 16.10 | Short | 77.8% | +4.29% | 6.81 | 9 |
| 09.10 → 19.10 | Short | 77.8% | +4.09% | 4.45 | 9 |
| 10.10 → 17.10 | Short | 77.8% | +4.03% | 6.97 | 9 |
| 10.10 → 21.10 | Short | 77.8% | +3.97% | 4.79 | 9 |
| 09.10 → 15.10 | Short | 77.8% | +3.93% | 6.97 | 9 |