Over 2020 to 2025 (6 years of data), DIAITEUR has tended to move short between 21.08 and 03.10, closing higher in 100.0% of those years for an average +8.18% move and an annualized Sharpe of 3.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 03.10 | Short | 100.0% | +8.18% | 3.92 | 5 |
| 22.08 → 03.10 | Short | 100.0% | +7.90% | 3.74 | 5 |
| 20.08 → 03.10 | Short | 100.0% | +7.29% | 3.31 | 5 |
| 21.08 → 04.10 | Short | 100.0% | +6.98% | 3.69 | 5 |
| 18.08 → 25.08 | Long | 100.0% | +1.95% | 9.24 | 5 |
| 18.08 → 22.08 | Long | 100.0% | +1.81% | 14.77 | 5 |
| 19.08 → 25.08 | Long | 100.0% | +1.75% | 10.32 | 5 |
| 20.08 → 25.08 | Long | 100.0% | +1.44% | 9.84 | 5 |