United States
Over 2017 to 2025 (9 years of data), ORLYUSUSD has tended to move long between 10.10 and 01.12, closing higher in 100.0% of those years for an average +7.32% move and an annualized Sharpe of 2.97.
Best window
10.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+7.32%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 01.12 | Long | 100.0% | +7.32% | 2.97 | 9 |
| 08.10 → 15.10 | Long | 100.0% | +3.20% | 13.64 | 8 |
| 08.10 → 14.10 | Long | 100.0% |
| +3.13% |
| 16.55 |
| 8 |
| 09.10 → 16.10 | Long | 100.0% | +3.01% | 12.97 | 8 |
| 08.10 → 13.10 | Long | 100.0% | +2.83% | 14.08 | 8 |
| 10.10 → 16.10 | Long | 100.0% | +2.73% | 18.42 | 8 |
| 11.10 → 14.10 | Long | 100.0% | +1.99% | 21.44 | 8 |
| 08.10 → 04.12 | Long | 88.9% | +8.84% | 2.98 | 9 |