Over 2011 to 2025 (15 years of data), GASESEUR has tended to move short between 08.09 and 13.09, closing higher in 73.3% of those years for an average +1.16% move and an annualized Sharpe of 3.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 13.09 | Short | 73.3% | +1.16% | 3.70 | 15 |
| 09.09 → 23.09 | Short | 71.4% | +1.12% | 1.13 | 14 |
| 09.09 → 22.09 | Short | 71.4% | +0.77% | 0.90 | 14 |
| 10.09 → 25.10 | Long | 66.7% | +1.95% | 0.55 | 15 |
| 11.09 → 25.10 | Long | 66.7% | +1.92% | 0.53 | 15 |
| 10.09 → 24.10 | Long | 66.7% | +1.90% | 0.54 | 15 |
| 11.09 → 24.10 | Long | 66.7% | +1.87% | 0.52 | 15 |
| 14.09 → 25.10 | Long | 66.7% | +1.87% | 0.59 | 15 |