Over 2020 to 2025 (6 years of data), TENITEUR has tended to move long between 07.07 and 28.07, closing higher in 80.0% of those years for an average +5.03% move and an annualized Sharpe of 3.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 80.0% | +5.03% | 3.32 | 5 |
| 07.07 → 29.07 | Long | 80.0% | +4.55% | 2.65 | 5 |
| 07.07 → 27.07 | Long | 80.0% | +4.29% | 3.50 | 5 |
| 08.07 → 28.07 | Long | 80.0% | +4.13% | 3.57 | 5 |
| 10.07 → 28.07 | Long | 80.0% | +3.99% | 3.08 | 5 |
| 08.07 → 29.07 | Long | 80.0% | +3.64% | 2.77 | 5 |
| 12.07 → 06.08 | Short | 80.0% | +3.60% | 1.99 | 5 |
| 10.07 → 29.07 | Long | 80.0% | +3.52% | 2.35 | 5 |