Over 2022 to 2025 (4 years of data), EBRESEUR has tended to move long between 13.07 and 10.09, closing higher in 100.0% of those years for an average +3.33% move and an annualized Sharpe of 5.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.09 | Long | 100.0% | +3.33% | 5.56 | 4 |
| 11.07 → 04.09 | Long | 100.0% | +3.23% | 5.54 | 4 |
| 13.07 → 04.09 | Long | 100.0% | +3.23% | 5.46 | 4 |
| 13.07 → 11.09 | Long | 100.0% | +3.20% | 5.21 | 4 |
| 11.07 → 03.09 | Long | 100.0% | +2.90% | 3.35 | 4 |
| 13.07 → 03.09 | Long | 100.0% | +2.90% | 4.14 | 4 |
| 12.07 → 10.09 | Long | 100.0% | +2.83% | 3.41 | 4 |
| 11.07 → 23.08 | Long | 100.0% | +2.82% | 3.89 | 4 |