Over 2011 to 2025 (15 years of data), GASESEUR has tended to move long between 07.07 and 26.07, closing higher in 80.0% of those years for an average +1.61% move and an annualized Sharpe of 1.74.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 26.07 | Long | 80.0% | +1.61% | 1.74 | 15 |
| 07.07 → 25.07 | Long | 80.0% | +1.43% | 1.29 | 15 |
| 08.07 → 21.07 | Long | 80.0% | +1.29% | 1.63 | 15 |
| 10.07 → 21.07 | Long | 80.0% | +1.21% | 1.52 | 15 |
| 08.07 → 22.08 | Long | 80.0% | +0.47% | 0.20 | 15 |
| 07.07 → 22.08 | Long | 80.0% | +0.44% | 0.19 | 15 |
| 08.07 → 26.07 | Long | 73.3% | +1.65% | 1.78 | 15 |
| 08.07 → 25.07 | Long | 73.3% | +1.47% | 1.33 | 15 |