Over 2011 to 2025 (15 years of data), CAFREUR has tended to move long between 10.07 and 16.08, closing higher in 73.3% of those years for an average +2.48% move and an annualized Sharpe of 0.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 16.08 | Long | 73.3% | +2.48% | 0.73 | 15 |
| 11.07 → 22.07 | Long | 73.3% | +2.31% | 3.55 | 15 |
| 12.07 → 22.07 | Long | 73.3% | +2.17% | 3.62 | 15 |
| 11.07 → 19.07 | Long | 73.3% | +2.14% | 3.45 | 15 |
| 10.07 → 17.08 | Long | 73.3% | +2.03% | 0.55 | 15 |
| 09.07 → 16.08 | Long | 73.3% | +2.02% | 0.63 | 15 |
| 11.07 → 24.07 | Long | 73.3% | +2.00% | 2.92 | 15 |
| 12.07 → 19.07 | Long | 73.3% | +1.98% | 4.18 | 15 |