Over 2011 to 2025 (15 years of data), FERESEUR has tended to move long between 25.07 and 18.09, closing higher in 80.0% of those years for an average +2.32% move and an annualized Sharpe of 0.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 18.09 | Long | 80.0% | +2.32% | 0.85 | 15 |
| 26.07 → 01.08 | Short | 80.0% | +0.91% | 2.65 | 15 |
| 26.07 → 02.08 | Short | 78.6% | +1.17% | 2.98 | 14 |
| 22.07 → 17.09 | Long | 73.3% | +2.56% | 0.95 | 15 |
| 25.07 → 17.09 | Long | 73.3% | +2.45% | 0.89 | 15 |
| 26.07 → 18.09 | Long | 73.3% | +2.24% | 0.91 | 15 |
| 25.07 → 19.09 | Long | 73.3% | +2.22% | 0.80 | 15 |
| 28.07 → 17.09 | Long | 73.3% | +2.04% | 0.95 | 15 |