Over 2020 to 2025 (6 years of data), ENELITEUR has tended to move short between 12.07 and 06.08, closing higher in 100.0% of those years for an average +4.93% move and an annualized Sharpe of 6.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 06.08 | Short | 100.0% | +4.93% | 6.95 | 5 |
| 13.07 → 06.08 | Short | 100.0% | +4.68% | 6.44 | 5 |
| 12.07 → 02.08 | Short | 100.0% | +4.63% | 15.49 | 5 |
| 07.07 → 06.08 | Short | 100.0% | +4.57% | 9.98 | 5 |
| 12.07 → 05.08 | Short | 100.0% | +4.57% | 6.12 | 5 |
| 13.07 → 02.08 | Short | 100.0% | +4.39% | 16.88 | 5 |
| 13.07 → 05.08 | Short | 100.0% | +4.33% | 5.81 | 5 |
| 12.07 → 03.08 | Short | 100.0% | +4.26% | 9.00 | 5 |