Over 2022 to 2025 (4 years of data), EBRESEUR has tended to move long between 26.07 and 09.09, closing higher in 100.0% of those years for an average +3.78% move and an annualized Sharpe of 5.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 09.09 | Long | 100.0% | +3.78% | 5.83 | 4 |
| 26.07 → 04.09 | Long | 100.0% | +3.76% | 10.71 | 4 |
| 26.07 → 13.09 | Long | 100.0% | +3.74% | 6.33 | 4 |
| 26.07 → 12.09 | Long | 100.0% | +3.70% | 5.52 | 4 |
| 26.07 → 11.09 | Long | 100.0% | +3.57% | 5.55 | 4 |
| 26.07 → 08.09 | Long | 100.0% | +3.52% | 5.43 | 4 |
| 22.07 → 09.09 | Long | 100.0% | +3.49% | 3.58 | 4 |
| 22.07 → 04.09 | Long | 100.0% | +3.47% | 4.17 | 4 |