Over 2011 to 2025 (15 years of data), KERFREUR has tended to move long between 07.07 and 22.07, closing higher in 86.7% of those years for an average +3.15% move and an annualized Sharpe of 2.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 86.7% | +3.15% | 2.85 | 15 |
| 08.07 → 21.07 | Long | 86.7% | +3.03% | 3.16 | 15 |
| 07.07 → 19.07 | Long | 80.0% | +2.77% | 2.90 | 15 |
| 09.07 → 21.07 | Long | 80.0% | +2.69% | 3.15 | 15 |
| 09.07 → 19.07 | Long | 80.0% | +2.48% | 3.17 | 15 |
| 09.07 → 23.07 | Long | 80.0% | +2.47% | 2.75 | 15 |
| 11.07 → 23.07 | Long | 80.0% | +2.47% | 2.91 | 15 |
| 07.07 → 18.07 | Long | 80.0% | +2.35% | 2.69 | 15 |