Over 2020 to 2025 (6 years of data), TRNITEUR has tended to move long between 09.07 and 23.08, closing higher in 100.0% of those years for an average +4.97% move and an annualized Sharpe of 3.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 23.08 | Long | 100.0% | +4.97% | 3.35 | 5 |
| 10.07 → 23.08 | Long | 100.0% | +4.88% | 3.51 | 5 |
| 09.07 → 22.08 | Long | 100.0% | +4.69% | 2.99 | 5 |
| 10.07 → 22.08 | Long | 100.0% | +4.60% | 3.04 | 5 |
| 11.07 → 23.08 | Long | 100.0% | +4.23% | 2.98 | 5 |
| 08.07 → 24.08 | Long | 100.0% | +4.11% | 3.78 | 5 |
| 09.07 → 24.08 | Long | 100.0% | +4.03% | 3.85 | 5 |
| 11.07 → 22.08 | Long | 100.0% | +3.96% | 2.50 | 5 |