Over 2017 to 2025 (9 years of data), ORCLUSUSD has tended to move long between 24.07 and 10.09, closing higher in 87.5% of those years for an average +7.53% move and an annualized Sharpe of 1.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 10.09 | Long | 87.5% | +7.53% | 1.84 | 8 |
| 26.07 → 10.09 | Long | 87.5% | +7.49% | 1.92 | 8 |
| 25.07 → 10.09 | Long | 87.5% | +7.43% | 1.82 | 8 |
| 28.07 → 10.09 | Long | 87.5% | +7.25% | 1.88 | 8 |
| 24.07 → 11.09 | Long | 87.5% | +6.74% | 2.14 | 8 |
| 26.07 → 11.09 | Long | 87.5% | +6.71% | 2.20 | 8 |
| 25.07 → 11.09 | Long | 87.5% | +6.64% | 2.09 | 8 |
| 28.07 → 11.09 | Long | 87.5% | +6.46% | 2.14 | 8 |