Over 2015 to 2025 (11 years of data), ENGIFREUR has tended to move long between 22.07 and 25.07, closing higher in 80.0% of those years for an average +0.45% move and an annualized Sharpe of 2.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.07 | Long | 80.0% | +0.45% | 2.72 | 10 |
| 22.07 → 01.08 | Long | 72.7% | +1.25% | 1.67 | 11 |
| 22.07 → 31.07 | Long | 72.7% | +1.17% | 1.80 | 11 |
| 22.07 → 02.08 | Long | 72.7% | +0.97% | 1.09 | 11 |
| 22.07 → 29.07 | Long | 70.0% | +1.40% | 2.96 | 10 |
| 25.07 → 29.07 | Long | 70.0% | +1.40% | 4.18 | 10 |
| 25.07 → 28.07 | Long | 70.0% | +1.37% | 5.60 | 10 |
| 24.07 → 28.07 | Long | 70.0% | +1.17% | 4.11 | 10 |