Over 2011 to 2025 (15 years of data), CONDEEUR has tended to move short between 13.07 and 22.08, closing higher in 80.0% of those years for an average +4.18% move and an annualized Sharpe of 0.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 22.08 | Short | 80.0% | +4.18% | 0.81 | 15 |
| 13.07 → 23.08 | Short | 73.3% | +4.07% | 0.80 | 15 |
| 12.07 → 22.08 | Short | 73.3% | +3.78% | 0.72 | 15 |
| 08.07 → 23.07 | Long | 73.3% | +2.42% | 2.30 | 15 |
| 11.07 → 18.07 | Long | 73.3% | +2.23% | 3.46 | 15 |
| 08.07 → 22.07 | Long | 73.3% | +2.11% | 2.29 | 15 |
| 09.07 → 10.08 | Short | 73.3% | +1.76% | 0.47 | 15 |
| 11.07 → 17.07 | Long | 73.3% | +1.63% | 3.84 | 15 |