Over 2011 to 2025 (15 years of data), ORFREUR has tended to move short between 15.08 and 22.09, closing higher in 86.7% of those years for an average +3.52% move and an annualized Sharpe of 1.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 22.09 | Short | 86.7% | +3.52% | 1.82 | 15 |
| 15.08 → 23.09 | Short | 86.7% | +3.48% | 1.78 | 15 |
| 15.08 → 18.09 | Short | 86.7% | +3.47% | 2.12 | 15 |
| 17.08 → 23.09 | Short | 86.7% | +3.44% | 1.85 | 15 |
| 17.08 → 18.09 | Short | 86.7% | +3.43% | 2.22 | 15 |
| 17.08 → 25.09 | Short | 86.7% | +3.43% | 2.04 | 15 |
| 16.08 → 23.09 | Short | 86.7% | +3.27% | 1.69 | 15 |
| 16.08 → 18.09 | Short | 86.7% | +3.26% | 1.98 | 15 |