Over 2017 to 2025 (9 years of data), USOUSUSD has tended to move short between 12.07 and 15.07, closing higher in 88.9% of those years for an average +1.42% move and an annualized Sharpe of 13.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 15.07 | Short | 88.9% | +1.42% | 13.79 | 9 |
| 17.07 → 29.07 | Long | 77.8% | +3.21% | 3.74 | 9 |
| 12.07 → 08.09 | Short | 77.8% | +2.88% | 0.89 | 9 |
| 13.07 → 08.09 | Short | 77.8% | +2.70% | 0.87 | 9 |
| 11.07 → 08.09 | Short | 77.8% | +2.51% | 0.67 | 9 |
| 15.07 → 29.07 | Long | 77.8% | +2.51% | 2.46 | 9 |
| 16.07 → 29.07 | Long | 77.8% | +2.41% | 2.82 | 9 |
| 12.07 → 10.09 | Short | 77.8% | +2.23% | 0.66 | 9 |