Over 2011 to 2025 (15 years of data), CAPFREUR has tended to move long between 11.07 and 25.07, closing higher in 86.7% of those years for an average +2.41% move and an annualized Sharpe of 3.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 25.07 | Long | 86.7% | +2.41% | 3.13 | 15 |
| 11.07 → 26.07 | Long | 86.7% | +2.35% | 2.97 | 15 |
| 12.07 → 25.07 | Long | 86.7% | +2.29% | 3.29 | 15 |
| 12.07 → 26.07 | Long | 86.7% | +2.25% | 2.59 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +2.15% | 3.98 | 15 |
| 11.07 → 23.07 | Long | 80.0% | +1.96% | 2.69 | 15 |
| 11.07 → 24.07 | Long | 80.0% | +1.90% | 2.66 | 15 |
| 10.07 → 22.07 | Long | 80.0% | +1.85% | 2.32 | 15 |