Over 2011 to 2025 (15 years of data), MAPESEUR has tended to move long between 28.08 and 25.10, closing higher in 90.0% of those years for an average +6.42% move and an annualized Sharpe of 2.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 25.10 | Long | 90.0% | +6.42% | 2.14 | 10 |
| 27.08 → 25.10 | Long | 90.0% | +6.27% | 2.02 | 10 |
| 28.08 → 24.10 | Long | 90.0% | +6.18% | 2.27 | 10 |
| 27.08 → 24.10 | Long | 90.0% | +6.03% | 2.16 | 10 |
| 24.08 → 22.10 | Long | 90.0% | +5.88% | 1.99 | 10 |
| 28.08 → 23.10 | Long | 90.0% | +5.76% | 2.17 | 10 |
| 26.08 → 25.10 | Long | 90.0% | +5.58% | 1.88 | 10 |
| 24.08 → 23.10 | Long | 90.0% | +5.48% | 2.06 | 10 |