Over 2011 to 2025 (15 years of data), ENFREUR has tended to move long between 12.07 and 21.07, closing higher in 86.7% of those years for an average +1.90% move and an annualized Sharpe of 3.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 21.07 | Long | 86.7% | +1.90% | 3.35 | 15 |
| 12.07 → 20.07 | Long | 86.7% | +1.66% | 3.68 | 15 |
| 12.07 → 16.07 | Long | 86.7% | +1.33% | 5.06 | 15 |
| 07.07 → 18.08 | Long | 80.0% | +3.56% | 0.79 | 15 |
| 13.07 → 31.08 | Long | 80.0% | +3.45% | 1.32 | 15 |
| 10.07 → 18.08 | Long | 80.0% | +3.42% | 0.91 | 15 |
| 11.07 → 21.08 | Long | 80.0% | +3.33% | 1.00 | 15 |
| 08.07 → 19.08 | Long | 80.0% | +3.22% | 0.80 | 15 |