Over 2022 to 2025 (4 years of data), GRFESEUR has tended to move long between 07.07 and 10.07, closing higher in 100.0% of those years for an average +6.10% move and an annualized Sharpe of 10.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 10.07 | Long | 100.0% | +6.10% | 10.46 | 4 |
| 11.07 → 06.09 | Short | 75.0% | +8.67% | 1.24 | 4 |
| 12.07 → 06.09 | Short | 75.0% | +8.51% | 1.29 | 4 |
| 11.07 → 07.09 | Short | 75.0% | +8.04% | 1.25 | 4 |
| 12.07 → 07.09 | Short | 75.0% | +7.87% | 1.29 | 4 |
| 11.07 → 09.09 | Short | 75.0% | +7.62% | 1.33 | 4 |
| 11.07 → 08.09 | Short | 75.0% | +7.51% | 1.31 | 4 |
| 12.07 → 09.09 | Short | 75.0% | +7.44% | 1.39 | 4 |