United States ETFs
Over 2017 to 2025 (9 years of data), USOUSUSD has tended to move short between 09.10 and 16.11, closing higher in 77.8% of those years for an average +3.23% move and an annualized Sharpe of 1.08.
Best window
09.10 - 16.11
Direction
Short
Win rate
77.8%
Avg return
+3.23%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 16.11 | Short | 77.8% | +3.23% | 1.08 | 9 |
| 10.10 → 13.11 | Short | 77.8% | +3.21% | 1.06 | 9 |
| 09.10 → 13.11 | Short | 77.8% |
| +3.11% |
| 0.99 |
| 9 |
| 09.10 → 17.11 | Short | 77.8% | +2.98% | 0.97 | 9 |
| 09.10 → 15.11 | Short | 77.8% | +2.79% | 0.94 | 9 |
| 09.10 → 14.11 | Short | 77.8% | +2.77% | 0.96 | 9 |
| 08.10 → 17.11 | Short | 77.8% | +2.72% | 0.85 | 9 |
| 09.10 → 18.11 | Short | 77.8% | +2.69% | 0.87 | 9 |