Over 2011 to 2025 (15 years of data), PHIANLEUR has tended to move short between 13.09 and 15.10, closing higher in 80.0% of those years for an average +2.96% move and an annualized Sharpe of 0.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.09 → 15.10 | Short | 80.0% | +2.96% | 0.97 | 15 |
| 14.09 → 15.10 | Short | 80.0% | +2.70% | 0.95 | 15 |
| 13.09 → 14.10 | Short | 73.3% | +3.12% | 0.98 | 15 |
| 14.09 → 14.10 | Short | 73.3% | +2.87% | 0.97 | 15 |
| 12.09 → 15.10 | Short | 73.3% | +2.31% | 0.71 | 15 |
| 10.09 → 15.10 | Short | 73.3% | +1.92% | 0.57 | 15 |
| 13.09 → 23.09 | Short | 73.3% | +1.54% | 1.99 | 15 |
| 13.09 → 22.09 | Short | 73.3% | +1.52% | 2.58 | 15 |