Over 2011 to 2025 (15 years of data), ELEESEUR has tended to move short between 17.08 and 30.08, closing higher in 80.0% of those years for an average +1.58% move and an annualized Sharpe of 2.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 30.08 | Short | 80.0% | +1.58% | 2.28 | 15 |
| 17.08 → 28.08 | Short | 80.0% | +1.21% | 2.19 | 15 |
| 18.08 → 30.08 | Short | 80.0% | +1.21% | 1.83 | 15 |
| 17.08 → 20.08 | Short | 80.0% | +0.59% | 4.47 | 15 |
| 22.08 → 19.10 | Long | 73.3% | +2.31% | 0.52 | 15 |
| 22.08 → 17.10 | Long | 73.3% | +2.10% | 0.48 | 15 |
| 20.08 → 19.10 | Long | 73.3% | +2.03% | 0.48 | 15 |
| 20.08 → 17.10 | Long | 73.3% | +1.83% | 0.43 | 15 |