Over 2011 to 2025 (15 years of data), CONDEEUR has tended to move short between 27.08 and 03.09, closing higher in 86.7% of those years for an average +1.40% move and an annualized Sharpe of 3.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 03.09 | Short | 86.7% | +1.40% | 3.62 | 15 |
| 27.08 → 25.09 | Short | 80.0% | +5.86% | 1.85 | 15 |
| 25.08 → 25.09 | Short | 80.0% | +5.75% | 1.68 | 15 |
| 28.08 → 25.09 | Short | 80.0% | +5.56% | 1.76 | 15 |
| 26.08 → 25.09 | Short | 80.0% | +5.19% | 1.59 | 15 |
| 27.08 → 04.09 | Short | 80.0% | +1.49% | 2.88 | 15 |
| 22.08 → 24.09 | Short | 73.3% | +6.23% | 1.65 | 15 |
| 22.08 → 23.09 | Short | 73.3% | +6.15% | 1.65 | 15 |