Over 2020 to 2025 (6 years of data), ERGITEUR has tended to move long between 09.07 and 26.07, closing higher in 100.0% of those years for an average +2.82% move and an annualized Sharpe of 7.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 26.07 | Long | 100.0% | +2.82% | 7.61 | 5 |
| 10.07 → 26.07 | Long | 100.0% | +2.67% | 8.41 | 5 |
| 08.07 → 26.07 | Long | 100.0% | +2.55% | 5.90 | 5 |
| 11.07 → 26.07 | Long | 100.0% | +2.40% | 7.48 | 5 |
| 09.07 → 12.07 | Long | 100.0% | +1.50% | 14.53 | 5 |
| 13.07 → 26.07 | Long | 100.0% | +1.39% | 3.67 | 5 |
| 08.07 → 11.07 | Long | 100.0% | +1.30% | 13.72 | 5 |
| 08.07 → 12.07 | Long | 100.0% | +1.22% | 19.90 | 5 |