Over 2020 to 2025 (6 years of data), ENIITEUR has tended to move long between 21.07 and 29.08, closing higher in 100.0% of those years for an average +8.34% move and an annualized Sharpe of 6.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 29.08 | Long | 100.0% | +8.34% | 6.45 | 5 |
| 24.07 → 29.08 | Long | 100.0% | +8.28% | 5.81 | 5 |
| 21.07 → 02.09 | Long | 100.0% | +8.14% | 7.12 | 5 |
| 24.07 → 02.09 | Long | 100.0% | +8.08% | 7.04 | 5 |
| 23.07 → 29.08 | Long | 100.0% | +8.04% | 5.21 | 5 |
| 21.07 → 14.09 | Long | 100.0% | +8.01% | 3.22 | 5 |
| 21.07 → 27.08 | Long | 100.0% | +7.99% | 6.02 | 5 |
| 25.07 → 29.08 | Long | 100.0% | +7.99% | 5.33 | 5 |