Over 2011 to 2025 (15 years of data), GLEFREUR has tended to move long between 11.07 and 28.07, closing higher in 86.7% of those years for an average +3.22% move and an annualized Sharpe of 3.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.07 | Long | 86.7% | +3.22% | 3.47 | 15 |
| 08.07 → 28.07 | Long | 86.7% | +3.05% | 1.90 | 15 |
| 11.07 → 27.07 | Long | 86.7% | +3.02% | 3.54 | 15 |
| 08.07 → 27.07 | Long | 86.7% | +2.86% | 1.81 | 15 |
| 10.07 → 28.07 | Long | 86.7% | +2.82% | 2.64 | 15 |
| 07.07 → 28.07 | Long | 86.7% | +2.63% | 1.28 | 15 |
| 12.07 → 28.07 | Long | 86.7% | +2.57% | 2.74 | 15 |
| 11.07 → 25.07 | Long | 86.7% | +2.28% | 2.24 | 15 |