Over 2011 to 2025 (15 years of data), RIFREUR has tended to move long between 10.07 and 26.07, closing higher in 86.7% of those years for an average +2.21% move and an annualized Sharpe of 3.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 26.07 | Long | 86.7% | +2.21% | 3.86 | 15 |
| 10.07 → 28.07 | Long | 86.7% | +2.21% | 3.15 | 15 |
| 10.07 → 27.07 | Long | 86.7% | +2.07% | 3.28 | 15 |
| 10.07 → 22.07 | Long | 86.7% | +1.55% | 3.68 | 15 |
| 12.07 → 21.07 | Long | 86.7% | +1.08% | 2.87 | 15 |
| 11.07 → 26.07 | Long | 80.0% | +2.11% | 3.87 | 15 |
| 11.07 → 28.07 | Long | 80.0% | +2.10% | 3.61 | 15 |
| 10.07 → 25.07 | Long | 80.0% | +1.97% | 4.05 | 15 |