United States
Over 2017 to 2025 (9 years of data), ORCLUSUSD has tended to move long between 06.10 and 16.10, closing higher in 87.5% of those years for an average +2.98% move and an annualized Sharpe of 5.41.
Best window
06.10 - 16.10
Direction
Long
Win rate
87.5%
Avg return
+2.98%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 16.10 | Long | 87.5% | +2.98% | 5.41 | 8 |
| 06.10 → 15.10 | Long | 87.5% | +2.22% | 4.71 | 8 |
| 06.10 → 17.10 | Long | 87.5% |
| +1.72% |
| 3.91 |
| 8 |
| 06.10 → 08.11 | Long | 77.8% | +2.43% | 0.97 | 9 |
| 08.10 → 08.11 | Long | 77.8% | +2.40% | 0.88 | 9 |
| 07.10 → 08.11 | Long | 77.8% | +2.15% | 0.78 | 9 |
| 11.10 → 08.11 | Long | 77.8% | +1.97% | 0.69 | 9 |
| 06.10 → 07.11 | Long | 77.8% | +1.90% | 0.75 | 9 |