Over 2011 to 2025 (15 years of data), AHNLEUR has tended to move long between 07.07 and 27.07, closing higher in 86.7% of those years for an average +1.94% move and an annualized Sharpe of 2.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.07 | Long | 86.7% | +1.94% | 2.15 | 15 |
| 11.07 → 20.07 | Long | 86.7% | +1.36% | 3.96 | 15 |
| 12.07 → 16.07 | Long | 86.7% | +1.15% | 7.13 | 15 |
| 12.07 → 17.07 | Long | 86.7% | +1.06% | 6.12 | 15 |
| 08.07 → 27.07 | Long | 80.0% | +1.85% | 2.44 | 15 |
| 11.07 → 29.07 | Long | 80.0% | +1.52% | 2.35 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +1.41% | 3.75 | 15 |
| 11.07 → 16.07 | Long | 80.0% | +1.37% | 6.48 | 15 |