Over 2011 to 2025 (15 years of data), LIFREUR has tended to move long between 11.07 and 14.07, closing higher in 86.7% of those years for an average +0.61% move and an annualized Sharpe of 2.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 86.7% | +0.61% | 2.76 | 15 |
| 11.07 → 16.07 | Long | 80.0% | +0.96% | 3.08 | 15 |
| 11.07 → 15.07 | Long | 80.0% | +0.66% | 2.95 | 15 |
| 13.07 → 24.07 | Short | 80.0% | -0.12% | -0.20 | 15 |
| 12.07 → 24.07 | Short | 80.0% | -0.17% | -0.29 | 15 |
| 12.07 → 01.09 | Short | 73.3% | +3.24% | 1.11 | 15 |
| 12.07 → 02.09 | Short | 73.3% | +3.22% | 1.02 | 15 |
| 12.07 → 03.09 | Short | 73.3% | +3.14% | 1.07 | 15 |