Over 2022 to 2025 (4 years of data), APPESEUR has tended to move short between 14.09 and 07.10, closing higher in 100.0% of those years for an average +4.97% move and an annualized Sharpe of 2.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 07.10 | Short | 100.0% | +4.97% | 2.63 | 3 |
| 14.09 → 06.10 | Short | 100.0% | +4.27% | 2.73 | 3 |
| 14.09 → 05.10 | Short | 100.0% | +4.25% | 2.80 | 3 |
| 14.09 → 26.10 | Short | 100.0% | +3.86% | 1.94 | 3 |
| 08.09 → 13.09 | Long | 100.0% | +1.30% | 10.29 | 3 |
| 14.09 → 01.10 | Short | 66.7% | +5.45% | 2.90 | 3 |
| 14.09 → 08.11 | Short | 66.7% | +5.43% | 1.50 | 3 |
| 14.09 → 24.09 | Short | 66.7% | +5.35% | 3.41 | 3 |