Over 2020 to 2025 (6 years of data), FCAITEUR has tended to move long between 12.08 and 15.08, closing higher in 100.0% of those years for an average +1.29% move and an annualized Sharpe of 9.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 15.08 | Long | 100.0% | +1.29% | 9.30 | 5 |
| 17.08 → 30.09 | Short | 80.0% | +7.71% | 1.99 | 5 |
| 16.08 → 30.09 | Short | 80.0% | +7.58% | 1.94 | 5 |
| 15.08 → 30.09 | Short | 80.0% | +7.48% | 2.10 | 5 |
| 14.08 → 30.09 | Short | 80.0% | +7.23% | 1.98 | 5 |
| 17.08 → 01.10 | Short | 80.0% | +7.22% | 1.84 | 5 |
| 17.08 → 29.09 | Short | 80.0% | +7.16% | 1.77 | 5 |
| 13.08 → 30.09 | Short | 80.0% | +7.09% | 1.92 | 5 |