Over 2020 to 2025 (6 years of data), DANITEUR has tended to move long between 23.08 and 17.10, closing higher in 80.0% of those years for an average +8.87% move and an annualized Sharpe of 1.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 17.10 | Long | 80.0% | +8.87% | 1.28 | 5 |
| 23.08 → 16.10 | Long | 80.0% | +8.82% | 1.27 | 5 |
| 22.08 → 17.10 | Long | 80.0% | +8.72% | 1.20 | 5 |
| 22.08 → 16.10 | Long | 80.0% | +8.67% | 1.19 | 5 |
| 23.08 → 15.10 | Long | 80.0% | +8.63% | 1.23 | 5 |
| 21.08 → 17.10 | Long | 80.0% | +8.59% | 1.20 | 5 |
| 21.08 → 16.10 | Long | 80.0% | +8.54% | 1.19 | 5 |
| 22.08 → 15.10 | Long | 80.0% | +8.49% | 1.15 | 5 |