Over 2011 to 2025 (15 years of data), LIFREUR has tended to move short between 28.07 and 28.08, closing higher in 86.7% of those years for an average +2.50% move and an annualized Sharpe of 1.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 28.08 | Short | 86.7% | +2.50% | 1.64 | 15 |
| 27.07 → 24.09 | Short | 80.0% | +6.16% | 1.03 | 15 |
| 27.07 → 23.09 | Short | 80.0% | +5.91% | 1.01 | 15 |
| 26.07 → 24.09 | Short | 80.0% | +5.76% | 0.95 | 15 |
| 27.07 → 25.09 | Short | 80.0% | +5.67% | 0.92 | 15 |
| 28.07 → 24.09 | Short | 80.0% | +5.58% | 1.00 | 15 |
| 26.07 → 23.09 | Short | 80.0% | +5.50% | 0.92 | 15 |
| 25.07 → 23.09 | Short | 80.0% | +5.44% | 0.92 | 15 |