Over 2013 to 2025 (13 years of data), ORAFREUR has tended to move long between 11.07 and 25.07, closing higher in 84.6% of those years for an average +1.36% move and an annualized Sharpe of 2.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 25.07 | Long | 84.6% | +1.36% | 2.27 | 13 |
| 12.07 → 25.07 | Long | 84.6% | +1.14% | 2.04 | 13 |
| 13.07 → 26.07 | Long | 84.6% | +0.54% | 0.94 | 13 |
| 08.07 → 15.07 | Long | 76.9% | +2.35% | 3.40 | 13 |
| 07.07 → 15.07 | Long | 76.9% | +2.34% | 2.76 | 13 |
| 08.07 → 23.07 | Long | 76.9% | +2.31% | 1.88 | 13 |
| 08.07 → 25.07 | Long | 76.9% | +2.26% | 2.02 | 13 |
| 08.07 → 16.07 | Long | 76.9% | +2.24% | 2.67 | 13 |