Over 2020 to 2025 (6 years of data), ENIITEUR has tended to move long between 07.07 and 28.08, closing higher in 100.0% of those years for an average +7.69% move and an annualized Sharpe of 3.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.08 | Long | 100.0% | +7.69% | 3.66 | 5 |
| 07.07 → 01.09 | Long | 100.0% | +7.61% | 4.61 | 5 |
| 07.07 → 29.08 | Long | 100.0% | +7.59% | 4.28 | 5 |
| 07.07 → 27.08 | Long | 100.0% | +7.32% | 3.97 | 5 |
| 08.07 → 28.08 | Long | 100.0% | +7.23% | 4.64 | 5 |
| 07.07 → 26.08 | Long | 100.0% | +7.21% | 4.13 | 5 |
| 08.07 → 01.09 | Long | 100.0% | +7.17% | 5.42 | 5 |
| 10.07 → 28.08 | Long | 100.0% | +7.17% | 4.64 | 5 |