Over 2015 to 2025 (11 years of data), RENNLEUR has tended to move long between 10.07 and 13.07, closing higher in 60.0% of those years for an average +1.17% move and an annualized Sharpe of 7.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 13.07 | Long | 60.0% | +1.17% | 7.56 | 10 |
| 10.07 → 15.07 | Long | 60.0% | +0.97% | 5.48 | 10 |
| 13.07 → 18.07 | Short | 60.0% | +0.49% | 4.58 | 10 |
| 13.07 → 19.07 | Short | 60.0% | +0.40% | 3.95 | 10 |
| 13.07 → 09.09 | Short | 54.5% | +1.19% | 0.73 | 11 |
| 13.07 → 20.08 | Short | 54.5% | +0.99% | 0.78 | 11 |
| 12.07 → 09.09 | Short | 54.5% | +0.97% | 0.56 | 11 |
| 13.07 → 22.08 | Short | 54.5% | +0.94% | 0.71 | 11 |