Over 2011 to 2025 (15 years of data), ORKNONOK has tended to move long between 07.07 and 10.07, closing higher in 80.0% of those years for an average +0.48% move and an annualized Sharpe of 2.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 10.07 | Long | 80.0% | +0.48% | 2.70 | 15 |
| 13.07 → 19.07 | Long | 80.0% | +0.18% | 0.25 | 15 |
| 12.07 → 15.07 | Long | 73.3% | +0.61% | 1.25 | 15 |
| 08.07 → 11.07 | Long | 73.3% | +0.33% | 2.14 | 15 |
| 13.07 → 22.07 | Long | 73.3% | -0.02% | -0.02 | 15 |
| 10.07 → 15.07 | Long | 66.7% | +0.36% | 0.57 | 15 |
| 08.07 → 13.07 | Long | 66.7% | +0.33% | 0.77 | 15 |
| 07.07 → 11.07 | Long | 66.7% | +0.31% | 1.13 | 15 |