

Over 2011 to 2025 (15 years of data), FCCESEUR has tended to move short between 10.07 and 05.08, closing higher in 40.0% of those years for an average +1.97% move and an annualized Sharpe of 0.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 05.08 | Short | 40.0% | +1.97% | 0.70 | 15 |
| 10.07 → 06.08 | Short | 40.0% | +1.77% | 0.62 | 15 |
| 10.07 → 03.08 | Short | 40.0% | +1.65% | 0.65 | 15 |
| 10.07 → 17.07 | Short | 40.0% | +1.64% | 2.47 | 15 |
| 10.07 → 10.08 | Short | 40.0% | +1.41% | 0.33 | 15 |
| 12.07 → 28.07 | Long | 40.0% | +1.37% | 0.69 | 15 |
| 11.07 → 05.08 | Short | 40.0% | +1.35% | 0.45 | 15 |
| 13.07 → 28.07 | Long | 40.0% | +1.29% | 0.77 | 15 |