Over 2020 to 2025 (6 years of data), MONCITEUR has tended to move short between 16.08 and 25.09, closing higher in 80.0% of those years for an average +7.94% move and an annualized Sharpe of 2.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 25.09 | Short | 80.0% | +7.94% | 2.93 | 5 |
| 17.08 → 25.09 | Short | 80.0% | +7.80% | 2.95 | 5 |
| 16.08 → 26.09 | Short | 80.0% | +7.42% | 2.52 | 5 |
| 16.08 → 20.09 | Short | 80.0% | +7.28% | 2.30 | 5 |
| 17.08 → 26.09 | Short | 80.0% | +7.27% | 2.47 | 5 |
| 16.08 → 16.09 | Short | 80.0% | +7.26% | 2.57 | 5 |
| 17.08 → 20.09 | Short | 80.0% | +7.17% | 2.38 | 5 |
| 18.08 → 25.09 | Short | 80.0% | +7.17% | 2.91 | 5 |