Over 2011 to 2025 (15 years of data), LHADEEUR has tended to move short between 09.07 and 03.08, closing higher in 80.0% of those years for an average +3.77% move and an annualized Sharpe of 1.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 03.08 | Short | 80.0% | +3.77% | 1.30 | 15 |
| 10.07 → 03.08 | Short | 80.0% | +3.29% | 1.21 | 15 |
| 13.07 → 03.08 | Short | 80.0% | +3.20% | 1.29 | 15 |
| 12.07 → 03.08 | Short | 80.0% | +2.96% | 1.25 | 15 |
| 11.07 → 03.08 | Short | 80.0% | +2.74% | 1.04 | 15 |
| 10.07 → 04.08 | Short | 80.0% | +2.36% | 0.83 | 15 |
| 12.07 → 01.08 | Short | 80.0% | +1.79% | 0.95 | 15 |
| 12.07 → 18.07 | Long | 80.0% | +1.45% | 3.04 | 15 |