Over 2017 to 2025 (9 years of data), ORCLUSUSD has tended to move long between 08.07 and 14.07, closing higher in 87.5% of those years for an average +1.58% move and an annualized Sharpe of 5.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 14.07 | Long | 87.5% | +1.58% | 5.70 | 8 |
| 12.07 → 10.09 | Long | 75.0% | +7.53% | 1.67 | 8 |
| 13.07 → 10.09 | Long | 75.0% | +7.09% | 1.57 | 8 |
| 07.07 → 14.07 | Long | 75.0% | +1.82% | 6.66 | 8 |
| 10.07 → 08.09 | Long | 75.0% | +1.78% | 0.78 | 8 |
| 08.07 → 22.07 | Long | 75.0% | +1.64% | 2.84 | 8 |
| 12.07 → 23.07 | Long | 75.0% | +1.62% | 2.51 | 8 |
| 08.07 → 13.07 | Long | 75.0% | +1.39% | 4.10 | 8 |