Over 2011 to 2025 (15 years of data), REEESEUR has tended to move long between 09.07 and 21.07, closing higher in 66.7% of those years for an average +1.20% move and an annualized Sharpe of 3.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 21.07 | Long | 66.7% | +1.20% | 3.82 | 15 |
| 10.07 → 21.07 | Long | 66.7% | +1.18% | 4.00 | 15 |
| 11.07 → 19.07 | Long | 66.7% | +1.09% | 2.67 | 15 |
| 11.07 → 16.07 | Long | 66.7% | +1.06% | 3.37 | 15 |
| 09.07 → 20.07 | Long | 66.7% | +0.72% | 2.25 | 15 |
| 09.07 → 16.07 | Long | 66.7% | +0.54% | 1.74 | 15 |
| 11.07 → 21.07 | Long | 60.0% | +1.73% | 3.32 | 15 |
| 12.07 → 21.07 | Long | 60.0% | +1.69% | 2.42 | 15 |