Over 2011 to 2025 (15 years of data), LHADEEUR has tended to move long between 24.08 and 18.09, closing higher in 73.3% of those years for an average +2.18% move and an annualized Sharpe of 1.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 18.09 | Long | 73.3% | +2.18% | 1.17 | 15 |
| 25.08 → 02.10 | Short | 66.7% | +3.98% | 0.76 | 15 |
| 25.08 → 07.10 | Short | 66.7% | +3.93% | 0.63 | 15 |
| 25.08 → 03.10 | Short | 66.7% | +3.75% | 0.67 | 15 |
| 26.08 → 02.10 | Short | 66.7% | +3.74% | 0.74 | 15 |
| 25.08 → 04.10 | Short | 66.7% | +3.70% | 0.63 | 15 |
| 27.08 → 03.10 | Short | 66.7% | +3.69% | 0.73 | 15 |
| 23.08 → 02.10 | Short | 66.7% | +3.56% | 0.68 | 15 |