Over 2011 to 2025 (15 years of data), ENGESEUR has tended to move short between 28.07 and 24.09, closing higher in 80.0% of those years for an average +2.57% move and an annualized Sharpe of 0.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 24.09 | Short | 80.0% | +2.57% | 0.75 | 15 |
| 28.07 → 23.09 | Short | 73.3% | +2.53% | 0.75 | 15 |
| 27.07 → 25.09 | Short | 73.3% | +1.99% | 0.50 | 15 |
| 28.07 → 26.09 | Short | 73.3% | +1.89% | 0.55 | 15 |
| 28.07 → 20.09 | Short | 73.3% | +1.73% | 0.67 | 15 |
| 23.07 → 03.08 | Short | 73.3% | +0.80% | 1.12 | 15 |
| 28.07 → 16.08 | Long | 73.3% | -0.56% | -0.47 | 15 |
| 27.07 → 24.09 | Short | 66.7% | +2.34% | 0.59 | 15 |