Over 2011 to 2025 (15 years of data), ORFREUR has tended to move long between 09.07 and 22.07, closing higher in 80.0% of those years for an average +1.29% move and an annualized Sharpe of 2.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 22.07 | Long | 80.0% | +1.29% | 2.02 | 15 |
| 08.07 → 13.07 | Long | 80.0% | +1.17% | 2.94 | 15 |
| 08.07 → 12.07 | Long | 80.0% | +0.85% | 2.61 | 15 |
| 13.07 → 11.09 | Short | 73.3% | +2.38% | 0.77 | 15 |
| 13.07 → 10.09 | Short | 73.3% | +2.29% | 0.82 | 15 |
| 12.07 → 10.09 | Short | 73.3% | +2.13% | 0.83 | 15 |
| 13.07 → 09.09 | Short | 73.3% | +2.09% | 0.75 | 15 |
| 13.07 → 08.09 | Short | 73.3% | +2.00% | 0.71 | 15 |