Over 2015 to 2025 (11 years of data), ENGIFREUR has tended to move long between 10.07 and 26.07, closing higher in 90.0% of those years for an average +3.17% move and an annualized Sharpe of 3.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 26.07 | Long | 90.0% | +3.17% | 3.96 | 10 |
| 11.07 → 26.07 | Long | 90.0% | +2.90% | 3.70 | 10 |
| 10.07 → 25.07 | Long | 90.0% | +2.53% | 4.91 | 10 |
| 11.07 → 29.07 | Long | 90.0% | +2.45% | 2.37 | 10 |
| 10.07 → 22.07 | Long | 90.0% | +2.33% | 5.02 | 10 |
| 11.07 → 25.07 | Long | 90.0% | +2.26% | 4.30 | 10 |
| 10.07 → 21.07 | Long | 90.0% | +2.23% | 4.00 | 10 |
| 12.07 → 26.07 | Long | 90.0% | +2.23% | 3.06 | 10 |