Over 2011 to 2025 (15 years of data), ACXESEUR has tended to move short between 09.07 and 17.07, closing higher in 86.7% of those years for an average +0.91% move and an annualized Sharpe of 1.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 17.07 | Short | 86.7% | +0.91% | 1.64 | 15 |
| 11.07 → 18.07 | Short | 73.3% | +0.38% | 0.63 | 15 |
| 08.07 → 31.08 | Short | 66.7% | +1.93% | 0.52 | 15 |
| 13.07 → 03.08 | Short | 66.7% | +1.92% | 0.89 | 15 |
| 09.07 → 03.09 | Short | 66.7% | +1.60% | 0.44 | 15 |
| 13.07 → 04.08 | Short | 66.7% | +1.57% | 0.68 | 15 |
| 07.07 → 02.08 | Short | 66.7% | +1.29% | 0.54 | 15 |
| 07.07 → 03.09 | Short | 66.7% | +1.23% | 0.29 | 15 |