Over 2011 to 2025 (15 years of data), RBIATEUR has tended to move long between 08.07 and 30.07, closing higher in 73.3% of those years for an average +3.56% move and an annualized Sharpe of 1.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 30.07 | Long | 73.3% | +3.56% | 1.95 | 15 |
| 11.07 → 30.07 | Long | 73.3% | +3.56% | 1.79 | 15 |
| 08.07 → 26.07 | Long | 73.3% | +3.50% | 2.73 | 15 |
| 08.07 → 29.07 | Long | 73.3% | +3.46% | 2.27 | 15 |
| 08.07 → 28.07 | Long | 73.3% | +3.29% | 2.30 | 15 |
| 08.07 → 27.07 | Long | 73.3% | +3.24% | 2.38 | 15 |
| 07.07 → 30.07 | Long | 73.3% | +3.12% | 1.41 | 15 |
| 07.07 → 26.07 | Long | 73.3% | +3.03% | 1.94 | 15 |