Over 2022 to 2025 (4 years of data), APPESEUR has tended to move short between 09.07 and 17.07, closing higher in 75.0% of those years for an average +1.01% move and an annualized Sharpe of 5.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 17.07 | Short | 75.0% | +1.01% | 5.33 | 4 |
| 09.07 → 23.07 | Short | 75.0% | +0.78% | 4.74 | 4 |
| 08.07 → 23.07 | Short | 75.0% | +0.69% | 4.31 | 4 |
| 09.07 → 16.07 | Short | 75.0% | +0.63% | 4.74 | 4 |
| 07.07 → 17.07 | Short | 75.0% | +0.61% | 4.54 | 4 |
| 09.07 → 24.07 | Short | 75.0% | +0.47% | 6.58 | 4 |
| 09.07 → 22.07 | Short | 75.0% | +0.43% | 2.94 | 4 |
| 11.07 → 15.07 | Long | 75.0% | +0.41% | 12.74 | 4 |