Over 2020 to 2025 (6 years of data), TODITEUR has tended to move short between 11.07 and 19.07, closing higher in 60.0% of those years for an average +4.77% move and an annualized Sharpe of 6.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 19.07 | Short | 60.0% | +4.77% | 6.35 | 5 |
| 12.07 → 19.07 | Short | 60.0% | +4.65% | 5.82 | 5 |
| 10.07 → 19.07 | Short | 60.0% | +4.17% | 4.97 | 5 |
| 13.07 → 19.07 | Short | 60.0% | +3.72% | 5.54 | 5 |
| 09.07 → 10.08 | Long | 40.0% | +7.36% | 1.40 | 5 |
| 13.07 → 10.08 | Long | 40.0% | +7.25% | 1.38 | 5 |
| 08.07 → 10.08 | Long | 40.0% | +7.20% | 1.34 | 5 |
| 13.07 → 04.08 | Long | 40.0% | +7.04% | 1.51 | 5 |