Over 2020 to 2025 (6 years of data), DIAITEUR has tended to move long between 08.07 and 23.07, closing higher in 100.0% of those years for an average +4.63% move and an annualized Sharpe of 9.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 23.07 | Long | 100.0% | +4.63% | 9.87 | 5 |
| 09.07 → 23.07 | Long | 100.0% | +4.63% | 10.37 | 5 |
| 08.07 → 22.07 | Long | 100.0% | +4.35% | 8.75 | 5 |
| 09.07 → 22.07 | Long | 100.0% | +4.35% | 9.55 | 5 |
| 11.07 → 23.07 | Long | 100.0% | +4.14% | 7.76 | 5 |
| 08.07 → 24.07 | Long | 100.0% | +3.96% | 6.12 | 5 |
| 09.07 → 24.07 | Long | 100.0% | +3.96% | 6.17 | 5 |
| 07.07 → 23.07 | Long | 100.0% | +3.93% | 10.87 | 5 |