Over 2020 to 2025 (6 years of data), TRNITEUR has tended to move long between 17.08 and 23.08, closing higher in 100.0% of those years for an average +1.82% move and an annualized Sharpe of 12.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 23.08 | Long | 100.0% | +1.82% | 12.12 | 5 |
| 17.08 → 24.08 | Long | 100.0% | +1.75% | 8.80 | 5 |
| 16.08 → 23.08 | Long | 100.0% | +1.62% | 9.81 | 5 |
| 16.08 → 24.08 | Long | 100.0% | +1.55% | 7.07 | 5 |
| 18.08 → 23.08 | Long | 100.0% | +1.41% | 10.41 | 5 |
| 18.08 → 24.08 | Long | 100.0% | +1.34% | 7.73 | 5 |
| 19.08 → 23.08 | Long | 100.0% | +1.01% | 10.24 | 5 |
| 19.08 → 24.08 | Long | 100.0% | +0.94% | 7.59 | 5 |