Over 2017 to 2025 (9 years of data), ORCLUSUSD has tended to move long between 23.08 and 10.09, closing higher in 100.0% of those years for an average +8.74% move and an annualized Sharpe of 3.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 10.09 | Long | 100.0% | +8.74% | 3.26 | 8 |
| 24.08 → 10.09 | Long | 100.0% | +8.61% | 3.32 | 8 |
| 24.08 → 11.09 | Long | 100.0% | +7.81% | 3.73 | 8 |
| 24.08 → 09.09 | Long | 100.0% | +2.21% | 4.68 | 8 |
| 25.08 → 10.09 | Long | 87.5% | +9.22% | 3.63 | 8 |
| 26.08 → 10.09 | Long | 87.5% | +8.63% | 3.43 | 8 |
| 25.08 → 11.09 | Long | 87.5% | +8.42% | 4.06 | 8 |
| 22.08 → 10.09 | Long | 87.5% | +8.37% | 2.87 | 8 |