Over 2017 to 2025 (9 years of data), USOUSUSD has tended to move short between 11.07 and 16.07, closing higher in 88.9% of those years for an average +1.77% move and an annualized Sharpe of 8.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 16.07 | Short | 88.9% | +1.77% | 8.63 | 9 |
| 11.07 → 08.09 | Short | 77.8% | +2.41% | 0.78 | 9 |
| 12.07 → 08.09 | Short | 77.8% | +2.41% | 0.76 | 9 |
| 13.07 → 07.09 | Short | 77.8% | +2.39% | 0.85 | 9 |
| 13.07 → 06.09 | Short | 77.8% | +2.35% | 0.81 | 9 |
| 12.07 → 07.09 | Short | 77.8% | +2.34% | 0.75 | 9 |
| 09.07 → 07.09 | Short | 77.8% | +2.33% | 0.59 | 9 |
| 11.07 → 07.09 | Short | 77.8% | +2.33% | 0.75 | 9 |