Over 2020 to 2025 (6 years of data), LDOITEUR has tended to move long between 07.07 and 11.07, closing higher in 100.0% of those years for an average +3.35% move and an annualized Sharpe of 13.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.07 | Long | 100.0% | +3.35% | 13.62 | 5 |
| 08.07 → 11.07 | Long | 100.0% | +2.91% | 15.64 | 5 |
| 07.07 → 10.07 | Long | 100.0% | +2.34% | 22.29 | 5 |
| 07.07 → 31.08 | Long | 80.0% | +4.63% | 0.70 | 5 |
| 07.07 → 14.08 | Long | 80.0% | +4.62% | 1.16 | 5 |
| 07.07 → 17.08 | Long | 80.0% | +4.31% | 1.13 | 5 |
| 08.07 → 31.08 | Long | 80.0% | +4.28% | 0.63 | 5 |
| 07.07 → 15.08 | Long | 80.0% | +4.15% | 1.15 | 5 |