Over 2011 to 2025 (15 years of data), LIFREUR has tended to move short between 22.08 and 03.10, closing higher in 73.3% of those years for an average +2.85% move and an annualized Sharpe of 1.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 03.10 | Short | 73.3% | +2.85% | 1.00 | 15 |
| 28.08 → 01.10 | Short | 73.3% | +2.46% | 0.85 | 15 |
| 23.08 → 18.09 | Short | 73.3% | +2.34% | 1.05 | 15 |
| 28.08 → 28.09 | Short | 73.3% | +2.27% | 0.82 | 15 |
| 28.08 → 26.09 | Short | 73.3% | +2.17% | 0.78 | 15 |
| 22.08 → 18.09 | Short | 73.3% | +2.11% | 0.92 | 15 |
| 24.08 → 18.09 | Short | 73.3% | +2.08% | 0.96 | 15 |
| 28.08 → 27.09 | Short | 73.3% | +2.08% | 0.76 | 15 |