Over 2020 to 2025 (6 years of data), LDOITEUR has tended to move short between 26.08 and 09.09, closing higher in 80.0% of those years for an average +3.03% move and an annualized Sharpe of 2.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 09.09 | Short | 80.0% | +3.03% | 2.06 | 5 |
| 25.08 → 09.09 | Short | 80.0% | +3.01% | 1.93 | 5 |
| 25.08 → 08.09 | Short | 80.0% | +3.00% | 2.06 | 5 |
| 28.08 → 09.09 | Short | 80.0% | +2.62% | 2.13 | 5 |
| 28.08 → 08.09 | Short | 80.0% | +2.61% | 2.32 | 5 |
| 26.08 → 10.09 | Short | 80.0% | +2.52% | 1.78 | 5 |
| 22.08 → 30.08 | Long | 80.0% | +2.30% | 3.16 | 5 |
| 28.08 → 10.09 | Short | 80.0% | +2.09% | 1.73 | 5 |