Over 2022 to 2025 (4 years of data), QIANLEUR has tended to move long between 09.07 and 29.07, closing higher in 100.0% of those years for an average +6.63% move and an annualized Sharpe of 8.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 29.07 | Long | 100.0% | +6.63% | 8.11 | 4 |
| 09.07 → 02.08 | Long | 100.0% | +6.48% | 5.69 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +6.35% | 8.29 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +6.25% | 9.04 | 4 |
| 13.07 → 29.07 | Long | 100.0% | +6.17% | 16.69 | 4 |
| 12.07 → 29.07 | Long | 100.0% | +6.06% | 12.42 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +6.02% | 6.70 | 4 |
| 13.07 → 02.08 | Long | 100.0% | +6.01% | 10.28 | 4 |