Over 2011 to 2025 (15 years of data), MAPESEUR has tended to move long between 12.07 and 24.08, closing higher in 60.0% of those years for an average +3.34% move and an annualized Sharpe of 0.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 24.08 | Long | 60.0% | +3.34% | 0.93 | 15 |
| 12.07 → 10.09 | Long | 53.3% | +4.73% | 0.69 | 15 |
| 12.07 → 09.09 | Long | 53.3% | +4.48% | 0.70 | 15 |
| 11.07 → 09.09 | Long | 53.3% | +4.22% | 0.67 | 15 |
| 13.07 → 09.09 | Long | 53.3% | +3.83% | 0.58 | 15 |
| 12.07 → 21.08 | Long | 53.3% | +3.50% | 0.94 | 15 |
| 12.07 → 20.08 | Long | 53.3% | +3.33% | 0.85 | 15 |
| 12.07 → 23.08 | Long | 53.3% | +3.30% | 0.86 | 15 |