Over 2020 to 2025 (6 years of data), FCAITEUR has tended to move short between 12.07 and 16.07, closing higher in 100.0% of those years for an average +2.36% move and an annualized Sharpe of 10.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Short | 100.0% | +2.36% | 10.57 | 5 |
| 07.07 → 11.07 | Long | 100.0% | +2.22% | 17.06 | 5 |
| 07.07 → 10.07 | Long | 100.0% | +1.42% | 17.54 | 5 |
| 12.07 → 15.07 | Short | 80.0% | +2.39% | 8.51 | 5 |
| 07.07 → 23.08 | Long | 80.0% | +2.32% | 0.48 | 5 |
| 07.07 → 24.08 | Long | 80.0% | +2.18% | 0.45 | 5 |
| 11.07 → 16.07 | Short | 80.0% | +2.03% | 6.63 | 5 |
| 13.07 → 16.07 | Short | 80.0% | +1.96% | 9.88 | 5 |