Over 2011 to 2025 (15 years of data), AMSESEUR has tended to move long between 26.08 and 18.09, closing higher in 80.0% of those years for an average +2.10% move and an annualized Sharpe of 1.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 18.09 | Long | 80.0% | +2.10% | 1.38 | 15 |
| 22.08 → 03.09 | Long | 80.0% | +1.93% | 2.09 | 15 |
| 22.08 → 25.08 | Long | 80.0% | +1.70% | 5.34 | 15 |
| 22.08 → 26.08 | Long | 80.0% | +1.70% | 4.21 | 15 |
| 23.08 → 03.09 | Long | 80.0% | +1.17% | 1.57 | 15 |
| 23.08 → 04.09 | Long | 80.0% | +1.08% | 1.28 | 15 |
| 24.08 → 03.09 | Long | 80.0% | +0.96% | 1.42 | 15 |
| 26.08 → 03.09 | Long | 80.0% | +0.57% | 1.05 | 15 |