Over 2020 to 2025 (6 years of data), ENELITEUR has tended to move long between 22.07 and 25.07, closing higher in 100.0% of those years for an average +1.31% move and an annualized Sharpe of 10.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.07 | Long | 100.0% | +1.31% | 10.86 | 5 |
| 25.07 → 28.07 | Long | 100.0% | +0.94% | 13.30 | 5 |
| 22.07 → 14.09 | Long | 80.0% | +2.77% | 1.35 | 5 |
| 24.07 → 14.09 | Long | 80.0% | +2.39% | 1.00 | 5 |
| 22.07 → 13.09 | Long | 80.0% | +2.34% | 1.18 | 5 |
| 22.07 → 12.09 | Long | 80.0% | +2.31% | 1.25 | 5 |
| 23.07 → 14.09 | Long | 80.0% | +2.28% | 0.95 | 5 |
| 22.07 → 23.08 | Long | 80.0% | +2.23% | 3.03 | 5 |