Over 2011 to 2025 (15 years of data), PHIANLEUR has tended to move long between 07.07 and 23.07, closing higher in 86.7% of those years for an average +4.92% move and an annualized Sharpe of 4.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 23.07 | Long | 86.7% | +4.92% | 4.62 | 15 |
| 08.07 → 23.07 | Long | 86.7% | +4.53% | 4.41 | 15 |
| 09.07 → 23.07 | Long | 86.7% | +4.09% | 4.33 | 15 |
| 13.07 → 25.07 | Long | 86.7% | +3.24% | 3.44 | 15 |
| 11.07 → 14.07 | Long | 86.7% | +1.24% | 8.69 | 15 |
| 13.07 → 16.07 | Long | 86.7% | +1.01% | 5.26 | 15 |
| 13.07 → 17.07 | Long | 86.7% | +0.93% | 3.79 | 15 |
| 11.07 → 29.07 | Long | 80.0% | +5.12% | 3.29 | 15 |