Over 2011 to 2025 (15 years of data), ACXESEUR has tended to move short between 28.07 and 02.08, closing higher in 73.3% of those years for an average +1.61% move and an annualized Sharpe of 4.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 02.08 | Short | 73.3% | +1.61% | 4.02 | 15 |
| 26.07 → 01.09 | Short | 66.7% | +1.89% | 0.74 | 15 |
| 25.07 → 01.09 | Short | 66.7% | +1.76% | 0.65 | 15 |
| 27.07 → 02.08 | Short | 66.7% | +1.50% | 2.88 | 15 |
| 27.07 → 03.08 | Short | 66.7% | +1.48% | 2.13 | 15 |
| 22.07 → 25.07 | Long | 66.7% | +0.77% | 2.26 | 15 |
| 23.07 → 18.09 | Long | 66.7% | +0.52% | 0.10 | 15 |
| 22.07 → 18.09 | Long | 66.7% | +0.49% | 0.09 | 15 |