Over 2020 to 2025 (6 years of data), DANITEUR has tended to move long between 12.07 and 28.07, closing higher in 100.0% of those years for an average +5.69% move and an annualized Sharpe of 6.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 28.07 | Long | 100.0% | +5.69% | 6.31 | 5 |
| 13.07 → 31.07 | Long | 100.0% | +5.60% | 10.35 | 5 |
| 12.07 → 31.07 | Long | 100.0% | +5.28% | 10.90 | 5 |
| 12.07 → 29.07 | Long | 100.0% | +5.21% | 6.51 | 5 |
| 07.07 → 31.07 | Long | 100.0% | +5.09% | 4.96 | 5 |
| 12.07 → 30.07 | Long | 100.0% | +5.09% | 8.33 | 5 |
| 08.07 → 31.07 | Long | 100.0% | +5.00% | 4.29 | 5 |
| 11.07 → 31.07 | Long | 100.0% | +4.86% | 8.09 | 5 |