Over 2011 to 2025 (15 years of data), GLEFREUR has tended to move long between 22.08 and 15.09, closing higher in 86.7% of those years for an average +4.75% move and an annualized Sharpe of 2.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 15.09 | Long | 86.7% | +4.75% | 2.07 | 15 |
| 22.08 → 14.09 | Long | 86.7% | +4.51% | 1.92 | 15 |
| 23.08 → 15.09 | Long | 86.7% | +4.00% | 1.82 | 15 |
| 22.08 → 13.09 | Long | 80.0% | +4.28% | 2.04 | 15 |
| 24.08 → 15.09 | Long | 80.0% | +4.27% | 1.84 | 15 |
| 24.08 → 14.09 | Long | 80.0% | +4.02% | 1.71 | 15 |
| 24.08 → 13.09 | Long | 80.0% | +3.79% | 1.82 | 15 |
| 23.08 → 14.09 | Long | 80.0% | +3.76% | 1.67 | 15 |