Over 2011 to 2025 (15 years of data), REPESEUR has tended to move short between 12.07 and 01.08, closing higher in 80.0% of those years for an average +1.41% move and an annualized Sharpe of 0.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 01.08 | Short | 80.0% | +1.41% | 0.91 | 15 |
| 13.07 → 16.07 | Short | 80.0% | +1.26% | 5.88 | 15 |
| 13.07 → 01.08 | Short | 73.3% | +1.74% | 1.10 | 15 |
| 12.07 → 02.08 | Short | 73.3% | +1.60% | 0.97 | 15 |
| 13.07 → 17.07 | Short | 73.3% | +1.12% | 4.19 | 15 |
| 13.07 → 20.07 | Short | 73.3% | +0.99% | 2.69 | 15 |
| 13.07 → 22.07 | Short | 73.3% | +0.52% | 1.22 | 15 |
| 09.07 → 05.08 | Short | 66.7% | +2.10% | 0.87 | 15 |