Over 2011 to 2025 (15 years of data), AMSESEUR has tended to move long between 12.07 and 25.07, closing higher in 86.7% of those years for an average +1.40% move and an annualized Sharpe of 3.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 25.07 | Long | 86.7% | +1.40% | 3.14 | 15 |
| 08.07 → 25.07 | Long | 80.0% | +1.95% | 2.39 | 15 |
| 13.07 → 26.07 | Long | 80.0% | +1.64% | 2.68 | 15 |
| 11.07 → 25.07 | Long | 80.0% | +1.57% | 2.76 | 15 |
| 08.07 → 16.07 | Long | 80.0% | +1.53% | 2.75 | 15 |
| 09.07 → 16.07 | Long | 80.0% | +1.13% | 2.48 | 15 |
| 13.07 → 25.07 | Long | 80.0% | +1.10% | 2.33 | 15 |
| 13.07 → 31.08 | Short | 80.0% | +1.01% | 0.40 | 15 |