Over 2011 to 2025 (15 years of data), REPESEUR has tended to move long between 22.08 and 07.09, closing higher in 86.7% of those years for an average +2.28% move and an annualized Sharpe of 1.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 07.09 | Long | 86.7% | +2.28% | 1.95 | 15 |
| 21.08 → 26.08 | Long | 86.7% | +0.86% | 1.89 | 15 |
| 21.08 → 25.08 | Long | 86.7% | +0.68% | 1.67 | 15 |
| 22.08 → 12.09 | Long | 80.0% | +2.38% | 1.35 | 15 |
| 21.08 → 12.09 | Long | 80.0% | +2.19% | 1.00 | 15 |
| 22.08 → 05.09 | Long | 80.0% | +2.15% | 2.09 | 15 |
| 22.08 → 11.09 | Long | 80.0% | +2.10% | 1.28 | 15 |
| 21.08 → 07.09 | Long | 80.0% | +2.08% | 1.31 | 15 |