Over 2020 to 2025 (6 years of data), BREITEUR has tended to move long between 10.07 and 23.08, closing higher in 100.0% of those years for an average +6.35% move and an annualized Sharpe of 2.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 23.08 | Long | 100.0% | +6.35% | 2.65 | 5 |
| 10.07 → 22.07 | Long | 100.0% | +2.94% | 4.59 | 5 |
| 13.07 → 14.08 | Long | 80.0% | +7.89% | 3.08 | 5 |
| 13.07 → 15.08 | Long | 80.0% | +7.67% | 3.04 | 5 |
| 13.07 → 13.08 | Long | 80.0% | +7.51% | 2.72 | 5 |
| 13.07 → 17.08 | Long | 80.0% | +7.51% | 2.98 | 5 |
| 10.07 → 14.08 | Long | 80.0% | +7.38% | 3.53 | 5 |
| 13.07 → 12.08 | Long | 80.0% | +7.34% | 2.71 | 5 |