Over 2017 to 2025 (9 years of data), ORLYUSUSD has tended to move long between 25.08 and 14.10, closing higher in 100.0% of those years for an average +3.35% move and an annualized Sharpe of 3.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 14.10 | Long | 100.0% | +3.35% | 3.57 | 8 |
| 26.08 → 14.10 | Long | 100.0% | +3.26% | 3.60 | 8 |
| 24.08 → 14.10 | Long | 100.0% | +3.23% | 3.28 | 8 |
| 26.08 → 13.10 | Long | 100.0% | +2.95% | 3.10 | 8 |
| 23.08 → 14.10 | Long | 100.0% | +2.88% | 3.43 | 8 |
| 22.08 → 14.10 | Long | 100.0% | +2.62% | 2.69 | 8 |
| 28.08 → 17.09 | Long | 100.0% | +1.21% | 3.90 | 8 |
| 27.08 → 17.09 | Long | 100.0% | +0.97% | 4.33 | 8 |