Over 2011 to 2025 (15 years of data), RDSANLEUR has tended to move short between 13.07 and 04.09, closing higher in 80.0% of those years for an average +4.09% move and an annualized Sharpe of 1.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 04.09 | Short | 80.0% | +4.09% | 1.14 | 15 |
| 12.07 → 04.09 | Short | 80.0% | +3.98% | 1.12 | 15 |
| 12.07 → 15.08 | Short | 80.0% | +3.07% | 1.48 | 15 |
| 12.07 → 16.08 | Short | 80.0% | +3.05% | 1.46 | 15 |
| 07.07 → 22.07 | Long | 80.0% | +0.86% | 1.31 | 15 |
| 08.07 → 14.07 | Long | 80.0% | +0.74% | 2.69 | 15 |
| 11.07 → 19.07 | Long | 80.0% | +0.26% | 0.52 | 15 |
| 13.07 → 11.09 | Short | 73.3% | +4.31% | 1.11 | 15 |