Over 2015 to 2025 (11 years of data), AENAESEUR has tended to move long between 08.07 and 11.07, closing higher in 72.7% of those years for an average +0.82% move and an annualized Sharpe of 4.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 11.07 | Long | 72.7% | +0.82% | 4.35 | 11 |
| 10.07 → 21.07 | Long | 72.7% | +0.66% | 1.45 | 11 |
| 10.07 → 20.07 | Long | 72.7% | +0.61% | 1.56 | 11 |
| 10.07 → 19.07 | Long | 72.7% | +0.46% | 1.06 | 11 |
| 10.07 → 13.07 | Long | 72.7% | +0.36% | 1.69 | 11 |
| 09.07 → 16.07 | Long | 72.7% | +0.35% | 1.13 | 11 |
| 09.07 → 01.08 | Short | 63.6% | +1.78% | 1.33 | 11 |
| 09.07 → 31.07 | Short | 63.6% | +1.59% | 1.38 | 11 |