Over 2013 to 2025 (13 years of data), ORAFREUR has tended to move short between 28.07 and 02.08, closing higher in 92.3% of those years for an average +1.00% move and an annualized Sharpe of 4.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 02.08 | Short | 92.3% | +1.00% | 4.07 | 13 |
| 27.07 → 07.08 | Short | 84.6% | +1.86% | 2.81 | 13 |
| 27.07 → 03.08 | Short | 84.6% | +1.46% | 3.66 | 13 |
| 28.07 → 08.08 | Short | 84.6% | +1.45% | 2.35 | 13 |
| 27.07 → 04.08 | Short | 84.6% | +1.32% | 3.33 | 13 |
| 27.07 → 02.08 | Short | 84.6% | +1.29% | 3.69 | 13 |
| 28.07 → 03.08 | Short | 84.6% | +1.17% | 4.17 | 13 |
| 28.07 → 04.08 | Short | 84.6% | +1.03% | 3.55 | 13 |