Over 2020 to 2025 (6 years of data), MONCITEUR has tended to move short between 12.07 and 16.07, closing higher in 100.0% of those years for an average +2.12% move and an annualized Sharpe of 35.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Short | 100.0% | +2.12% | 35.96 | 5 |
| 12.07 → 17.07 | Short | 100.0% | +1.84% | 12.54 | 5 |
| 12.07 → 05.09 | Short | 80.0% | +5.76% | 1.97 | 5 |
| 12.07 → 06.09 | Short | 80.0% | +5.70% | 1.80 | 5 |
| 12.07 → 07.09 | Short | 80.0% | +5.65% | 1.73 | 5 |
| 13.07 → 05.09 | Short | 80.0% | +5.40% | 1.55 | 5 |
| 13.07 → 06.09 | Short | 80.0% | +5.33% | 1.44 | 5 |
| 13.07 → 07.09 | Short | 80.0% | +5.28% | 1.37 | 5 |