Over 2011 to 2025 (15 years of data), ENFREUR has tended to move long between 25.07 and 15.09, closing higher in 73.3% of those years for an average +3.65% move and an annualized Sharpe of 1.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 15.09 | Long | 73.3% | +3.65% | 1.06 | 15 |
| 25.07 → 16.09 | Long | 73.3% | +3.16% | 0.85 | 15 |
| 25.07 → 09.09 | Long | 73.3% | +2.34% | 0.89 | 15 |
| 21.07 → 14.08 | Long | 73.3% | +2.04% | 0.96 | 15 |
| 22.07 → 14.08 | Long | 73.3% | +1.98% | 0.91 | 15 |
| 24.07 → 28.08 | Long | 73.3% | +1.92% | 0.66 | 15 |
| 25.07 → 14.08 | Long | 73.3% | +1.89% | 0.97 | 15 |
| 26.07 → 14.08 | Long | 73.3% | +1.82% | 0.96 | 15 |