Over 2017 to 2025 (9 years of data), ORLYUSUSD has tended to move long between 08.07 and 05.09, closing higher in 100.0% of those years for an average +8.89% move and an annualized Sharpe of 3.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 05.09 | Long | 100.0% | +8.89% | 3.26 | 8 |
| 07.07 → 05.09 | Long | 100.0% | +8.58% | 3.15 | 8 |
| 13.07 → 09.09 | Long | 100.0% | +8.57% | 3.07 | 8 |
| 08.07 → 04.09 | Long | 100.0% | +8.53% | 3.25 | 8 |
| 08.07 → 03.09 | Long | 100.0% | +8.47% | 3.04 | 8 |
| 13.07 → 08.09 | Long | 100.0% | +8.45% | 2.91 | 8 |
| 07.07 → 04.09 | Long | 100.0% | +8.22% | 3.15 | 8 |
| 07.07 → 03.09 | Long | 100.0% | +8.16% | 2.94 | 8 |