Over 2016 to 2025 (10 years of data), INGANLEUR has tended to move long between 18.08 and 15.09, closing higher in 90.0% of those years for an average +2.84% move and an annualized Sharpe of 1.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 15.09 | Long | 90.0% | +2.84% | 1.99 | 10 |
| 18.08 → 14.09 | Long | 90.0% | +2.82% | 2.09 | 10 |
| 17.08 → 20.08 | Short | 90.0% | +1.89% | 7.90 | 10 |
| 18.08 → 13.09 | Long | 80.0% | +2.83% | 1.84 | 10 |
| 16.08 → 15.09 | Long | 80.0% | +2.60% | 1.35 | 10 |
| 16.08 → 14.09 | Long | 80.0% | +2.58% | 1.39 | 10 |
| 13.08 → 14.09 | Long | 80.0% | +2.53% | 1.27 | 10 |
| 14.08 → 14.09 | Long | 80.0% | +2.39% | 1.41 | 10 |