Over 2017 to 2025 (9 years of data), ORLYUSUSD has tended to move long between 15.08 and 14.10, closing higher in 100.0% of those years for an average +3.70% move and an annualized Sharpe of 2.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 14.10 | Long | 100.0% | +3.70% | 2.80 | 8 |
| 14.08 → 13.10 | Long | 87.5% | +3.75% | 2.35 | 8 |
| 15.08 → 13.10 | Long | 87.5% | +3.39% | 2.52 | 8 |
| 13.08 → 08.09 | Long | 87.5% | +3.32% | 3.48 | 8 |
| 14.08 → 08.09 | Long | 87.5% | +3.27% | 3.47 | 8 |
| 16.08 → 15.10 | Long | 87.5% | +3.18% | 2.57 | 8 |
| 12.08 → 08.09 | Long | 87.5% | +2.86% | 3.27 | 8 |
| 16.08 → 13.10 | Long | 87.5% | +2.82% | 2.13 | 8 |