Over 2011 to 2025 (15 years of data), ENGESEUR has tended to move long between 13.07 and 28.07, closing higher in 86.7% of those years for an average +1.91% move and an annualized Sharpe of 3.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.07 | Long | 86.7% | +1.91% | 3.50 | 15 |
| 13.07 → 29.07 | Long | 86.7% | +1.75% | 3.07 | 15 |
| 13.07 → 30.07 | Long | 86.7% | +1.64% | 2.92 | 15 |
| 09.07 → 20.07 | Long | 86.7% | +1.57% | 2.22 | 15 |
| 09.07 → 21.07 | Long | 80.0% | +1.89% | 2.57 | 15 |
| 10.07 → 22.07 | Long | 80.0% | +1.86% | 2.79 | 15 |
| 09.07 → 22.07 | Long | 80.0% | +1.78% | 2.37 | 15 |
| 10.07 → 29.07 | Long | 80.0% | +1.75% | 2.31 | 15 |