Over 2020 to 2025 (6 years of data), CERVITEUR has tended to move long between 13.07 and 07.09, closing higher in 20.0% of those years for an average +1.06% move and an annualized Sharpe of 1.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 07.09 | Long | 20.0% | +1.06% | 1.06 | 5 |
| 13.07 → 05.09 | Long | 20.0% | +1.04% | 1.08 | 5 |
| 13.07 → 06.09 | Long | 20.0% | +0.99% | 1.07 | 5 |
| 07.07 → 05.09 | Long | 20.0% | +0.94% | 1.02 | 5 |
| 08.07 → 05.09 | Long | 20.0% | +0.92% | 1.03 | 5 |
| 09.07 → 07.09 | Long | 20.0% | +0.90% | 1.02 | 5 |
| 10.07 → 07.09 | Long | 20.0% | +0.90% | 1.03 | 5 |
| 11.07 → 07.09 | Long | 20.0% | +0.90% | 1.04 | 5 |