Over 2011 to 2025 (15 years of data), RDSANLEUR has tended to move long between 22.08 and 30.08, closing higher in 86.7% of those years for an average +1.78% move and an annualized Sharpe of 5.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 30.08 | Long | 86.7% | +1.78% | 5.66 | 15 |
| 22.08 → 31.08 | Long | 86.7% | +1.49% | 3.32 | 15 |
| 22.08 → 28.08 | Long | 80.0% | +1.98% | 6.64 | 15 |
| 22.08 → 29.08 | Long | 80.0% | +1.89% | 5.75 | 15 |
| 22.08 → 27.08 | Long | 80.0% | +1.66% | 6.35 | 15 |
| 22.08 → 02.09 | Long | 80.0% | +1.62% | 3.57 | 15 |
| 21.08 → 02.09 | Long | 80.0% | +1.09% | 1.61 | 15 |
| 22.08 → 26.08 | Long | 80.0% | +1.07% | 4.49 | 15 |