Over 2011 to 2025 (15 years of data), GLEFREUR has tended to move short between 17.08 and 20.08, closing higher in 86.7% of those years for an average +3.45% move and an annualized Sharpe of 8.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 20.08 | Short | 86.7% | +3.45% | 8.15 | 15 |
| 18.08 → 13.09 | Long | 80.0% | +1.67% | 0.53 | 15 |
| 14.08 → 20.08 | Short | 73.3% | +2.95% | 4.46 | 15 |
| 15.08 → 20.08 | Short | 73.3% | +2.77% | 4.27 | 15 |
| 16.08 → 20.08 | Short | 73.3% | +2.77% | 5.15 | 15 |
| 14.08 → 21.08 | Short | 73.3% | +2.65% | 3.07 | 15 |
| 12.08 → 20.08 | Short | 73.3% | +2.61% | 3.64 | 15 |
| 13.08 → 15.09 | Long | 73.3% | +2.33% | 0.54 | 15 |