Over 2011 to 2025 (15 years of data), AMSESEUR has tended to move short between 17.08 and 20.08, closing higher in 86.7% of those years for an average +1.06% move and an annualized Sharpe of 5.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 20.08 | Short | 86.7% | +1.06% | 5.46 | 15 |
| 18.08 → 20.09 | Long | 80.0% | +2.13% | 1.02 | 15 |
| 18.08 → 05.09 | Long | 80.0% | +1.15% | 0.83 | 15 |
| 18.08 → 04.09 | Long | 80.0% | +1.13% | 0.87 | 15 |
| 17.08 → 21.08 | Short | 80.0% | +0.69% | 2.59 | 15 |
| 18.08 → 18.09 | Long | 73.3% | +2.76% | 1.26 | 15 |
| 18.08 → 19.09 | Long | 73.3% | +2.35% | 1.17 | 15 |
| 15.08 → 18.09 | Long | 73.3% | +2.13% | 0.97 | 15 |