Over 2011 to 2025 (15 years of data), ELEESEUR has tended to move short between 09.07 and 14.07, closing higher in 73.3% of those years for an average +0.89% move and an annualized Sharpe of 2.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 14.07 | Short | 73.3% | +0.89% | 2.46 | 15 |
| 09.07 → 15.07 | Short | 73.3% | +0.88% | 2.15 | 15 |
| 07.07 → 15.07 | Short | 73.3% | +0.75% | 1.16 | 15 |
| 10.07 → 14.07 | Short | 73.3% | +0.74% | 2.22 | 15 |
| 09.07 → 13.07 | Short | 73.3% | +0.71% | 2.52 | 15 |
| 09.07 → 12.07 | Short | 73.3% | +0.64% | 2.93 | 15 |
| 11.07 → 21.07 | Long | 73.3% | +0.60% | 1.28 | 15 |
| 10.07 → 13.07 | Short | 73.3% | +0.56% | 2.15 | 15 |