Over 2011 to 2025 (15 years of data), RANDNLEUR has tended to move long between 10.07 and 28.07, closing higher in 93.3% of those years for an average +4.13% move and an annualized Sharpe of 4.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 28.07 | Long | 93.3% | +4.13% | 4.04 | 15 |
| 11.07 → 28.07 | Long | 93.3% | +3.84% | 4.77 | 15 |
| 11.07 → 22.07 | Long | 93.3% | +3.74% | 5.95 | 15 |
| 10.07 → 29.07 | Long | 93.3% | +3.63% | 3.21 | 15 |
| 11.07 → 30.07 | Long | 93.3% | +3.59% | 3.62 | 15 |
| 11.07 → 29.07 | Long | 93.3% | +3.34% | 3.58 | 15 |
| 12.07 → 28.07 | Long | 93.3% | +3.17% | 4.28 | 15 |
| 12.07 → 29.07 | Long | 93.3% | +2.67% | 3.09 | 15 |