Over 2022 to 2025 (4 years of data), GRFESEUR has tended to move short between 28.08 and 13.10, closing higher in 100.0% of those years for an average +10.69% move and an annualized Sharpe of 1.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 13.10 | Short | 100.0% | +10.69% | 1.99 | 4 |
| 28.08 → 14.10 | Short | 100.0% | +10.55% | 2.04 | 4 |
| 28.08 → 12.10 | Short | 100.0% | +10.20% | 1.94 | 4 |
| 28.08 → 15.10 | Short | 100.0% | +10.06% | 1.99 | 4 |
| 28.08 → 16.10 | Short | 100.0% | +9.90% | 1.91 | 4 |
| 28.08 → 11.10 | Short | 100.0% | +9.05% | 1.89 | 4 |
| 23.08 → 25.09 | Short | 100.0% | +8.70% | 2.82 | 4 |
| 24.08 → 25.09 | Short | 100.0% | +8.47% | 3.23 | 4 |