Over 2011 to 2025 (15 years of data), FCCESEUR has tended to move long between 22.07 and 28.07, closing higher in 85.7% of those years for an average +2.71% move and an annualized Sharpe of 2.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 28.07 | Long | 85.7% | +2.71% | 2.93 | 7 |
| 27.07 → 31.07 | Short | 85.7% | +2.16% | 5.93 | 7 |
| 27.07 → 23.09 | Short | 75.0% | -0.93% | -0.08 | 8 |
| 27.07 → 24.09 | Short | 75.0% | -0.98% | -0.08 | 8 |
| 27.07 → 25.09 | Short | 75.0% | -1.19% | -0.10 | 8 |
| 27.07 → 22.09 | Short | 75.0% | -1.36% | -0.12 | 8 |
| 27.07 → 20.09 | Short | 75.0% | -2.34% | -0.23 | 8 |
| 27.07 → 21.09 | Short | 75.0% | -2.51% | -0.24 | 8 |