Over 2017 to 2025 (9 years of data), OXYUSUSD has tended to move long between 12.09 and 16.09, closing higher in 88.9% of those years for an average +3.77% move and an annualized Sharpe of 7.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 16.09 | Long | 88.9% | +3.77% | 7.63 | 9 |
| 12.09 → 17.09 | Long | 88.9% | +3.26% | 5.37 | 9 |
| 12.09 → 27.09 | Long | 88.9% | +2.97% | 1.87 | 9 |
| 12.09 → 19.09 | Long | 88.9% | +2.02% | 4.26 | 9 |
| 13.09 → 16.09 | Long | 77.8% | +3.68% | 8.88 | 9 |
| 12.09 → 28.09 | Long | 77.8% | +3.42% | 2.44 | 9 |
| 09.09 → 16.09 | Long | 77.8% | +3.33% | 6.20 | 9 |
| 11.09 → 16.09 | Long | 77.8% | +3.26% | 5.75 | 9 |