Over 2011 to 2025 (15 years of data), RANDNLEUR has tended to move short between 27.07 and 20.08, closing higher in 73.3% of those years for an average +3.68% move and an annualized Sharpe of 1.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 20.08 | Short | 73.3% | +3.68% | 1.32 | 15 |
| 28.07 → 20.08 | Short | 73.3% | +3.51% | 1.37 | 15 |
| 22.07 → 20.08 | Short | 73.3% | +3.30% | 1.01 | 15 |
| 22.07 → 21.08 | Short | 73.3% | +3.27% | 0.95 | 15 |
| 22.07 → 24.08 | Short | 73.3% | +2.96% | 0.83 | 15 |
| 22.07 → 28.08 | Short | 73.3% | +2.92% | 0.78 | 15 |
| 23.07 → 20.08 | Short | 73.3% | +2.83% | 0.91 | 15 |
| 23.07 → 21.08 | Short | 73.3% | +2.80% | 0.85 | 15 |