Over 2022 to 2025 (4 years of data), GRFESEUR has tended to move short between 21.08 and 20.10, closing higher in 75.0% of those years for an average +12.02% move and an annualized Sharpe of 1.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 20.10 | Short | 75.0% | +12.02% | 1.36 | 4 |
| 21.08 → 19.10 | Short | 75.0% | +11.73% | 1.34 | 4 |
| 20.08 → 19.10 | Short | 75.0% | +11.49% | 1.26 | 4 |
| 17.08 → 13.10 | Short | 75.0% | +10.45% | 1.12 | 4 |
| 17.08 → 14.10 | Short | 75.0% | +10.35% | 1.12 | 4 |
| 21.08 → 13.10 | Short | 75.0% | +10.30% | 1.29 | 4 |
| 21.08 → 18.10 | Short | 75.0% | +10.30% | 1.27 | 4 |
| 18.08 → 13.10 | Short | 75.0% | +10.19% | 1.12 | 4 |