Over 2011 to 2025 (15 years of data), HEIANLEUR has tended to move long between 07.07 and 22.07, closing higher in 86.7% of those years for an average +2.42% move and an annualized Sharpe of 4.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 86.7% | +2.42% | 4.44 | 15 |
| 10.07 → 21.07 | Long | 86.7% | +2.22% | 5.40 | 15 |
| 10.07 → 22.07 | Long | 86.7% | +2.16% | 6.13 | 15 |
| 08.07 → 22.07 | Long | 86.7% | +2.09% | 4.06 | 15 |
| 11.07 → 21.07 | Long | 86.7% | +2.03% | 5.54 | 15 |
| 09.07 → 21.07 | Long | 86.7% | +2.00% | 4.47 | 15 |
| 11.07 → 22.07 | Long | 86.7% | +1.96% | 5.64 | 15 |
| 09.07 → 22.07 | Long | 86.7% | +1.93% | 5.00 | 15 |