Over 2020 to 2025 (6 years of data), ENELITEUR has tended to move short between 24.08 and 07.10, closing higher in 80.0% of those years for an average +6.71% move and an annualized Sharpe of 2.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 07.10 | Short | 80.0% | +6.71% | 2.17 | 5 |
| 25.08 → 07.10 | Short | 80.0% | +6.56% | 2.11 | 5 |
| 23.08 → 07.10 | Short | 80.0% | +6.47% | 1.95 | 5 |
| 24.08 → 30.09 | Short | 80.0% | +6.16% | 1.93 | 5 |
| 25.08 → 30.09 | Short | 80.0% | +6.01% | 1.90 | 5 |
| 23.08 → 30.09 | Short | 80.0% | +5.88% | 1.68 | 5 |
| 26.08 → 30.09 | Short | 80.0% | +5.86% | 1.89 | 5 |
| 22.08 → 30.09 | Short | 80.0% | +5.71% | 1.54 | 5 |