Over 2011 to 2025 (15 years of data), ORKNONOK has tended to move long between 25.07 and 02.08, closing higher in 80.0% of those years for an average +0.83% move and an annualized Sharpe of 2.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 02.08 | Long | 80.0% | +0.83% | 2.93 | 15 |
| 26.07 → 02.08 | Long | 80.0% | +0.75% | 2.85 | 15 |
| 26.07 → 30.07 | Long | 73.3% | +0.62% | 3.83 | 15 |
| 25.07 → 09.08 | Long | 73.3% | -0.38% | -0.33 | 15 |
| 26.07 → 09.08 | Long | 73.3% | -0.46% | -0.40 | 15 |
| 26.07 → 08.08 | Long | 71.4% | -0.62% | -0.56 | 14 |
| 26.07 → 07.08 | Long | 71.4% | -0.80% | -0.77 | 14 |
| 27.07 → 05.09 | Short | 66.7% | +1.02% | 0.43 | 15 |