Over 2011 to 2025 (15 years of data), FERESEUR has tended to move long between 13.07 and 07.09, closing higher in 86.7% of those years for an average +2.97% move and an annualized Sharpe of 1.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 07.09 | Long | 86.7% | +2.97% | 1.50 | 15 |
| 11.07 → 01.09 | Long | 86.7% | +2.39% | 1.27 | 15 |
| 08.07 → 27.07 | Long | 86.7% | +2.14% | 2.00 | 15 |
| 10.07 → 22.07 | Long | 86.7% | +2.13% | 3.51 | 15 |
| 10.07 → 21.07 | Long | 86.7% | +1.85% | 3.01 | 15 |
| 11.07 → 07.09 | Long | 80.0% | +3.40% | 1.63 | 15 |
| 12.07 → 07.09 | Long | 80.0% | +3.03% | 1.56 | 15 |
| 11.07 → 09.09 | Long | 80.0% | +2.96% | 1.40 | 15 |