Over 2020 to 2025 (6 years of data), CASSITEUR has tended to move short between 07.07 and 28.07, closing higher in 40.0% of those years for an average +0.51% move and an annualized Sharpe of 2.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Short | 40.0% | +0.51% | 2.42 | 5 |
| 11.07 → 28.07 | Short | 40.0% | +0.45% | 2.96 | 5 |
| 08.07 → 28.07 | Short | 40.0% | +0.43% | 2.59 | 5 |
| 12.07 → 28.07 | Short | 40.0% | +0.43% | 2.90 | 5 |
| 13.07 → 28.07 | Short | 40.0% | +0.42% | 3.03 | 5 |
| 10.07 → 28.07 | Short | 40.0% | +0.41% | 2.88 | 5 |
| 09.07 → 28.07 | Short | 40.0% | +0.39% | 2.75 | 5 |
| 07.07 → 29.07 | Short | 40.0% | +0.36% | 2.62 | 5 |