Over 2011 to 2025 (15 years of data), GAMESEUR has tended to move short between 14.08 and 23.09, closing higher in 75.0% of those years for an average +1.74% move and an annualized Sharpe of 0.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 23.09 | Short | 75.0% | +1.74% | 0.26 | 12 |
| 14.08 → 22.09 | Short | 75.0% | +1.68% | 0.25 | 12 |
| 15.08 → 23.09 | Short | 75.0% | +1.47% | 0.23 | 12 |
| 15.08 → 22.09 | Short | 75.0% | +1.42% | 0.22 | 12 |
| 18.08 → 13.09 | Short | 75.0% | +1.41% | 0.47 | 12 |
| 18.08 → 20.09 | Short | 75.0% | +1.33% | 0.33 | 12 |
| 18.08 → 16.09 | Short | 75.0% | +1.28% | 0.35 | 12 |
| 18.08 → 18.09 | Short | 75.0% | +1.18% | 0.29 | 12 |