Over 2011 to 2025 (15 years of data), SAFFREUR has tended to move long between 08.07 and 06.09, closing higher in 80.0% of those years for an average +3.84% move and an annualized Sharpe of 1.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.09 | Long | 80.0% | +3.84% | 1.01 | 15 |
| 13.07 → 11.09 | Long | 80.0% | +2.70% | 0.90 | 15 |
| 08.07 → 20.07 | Long | 80.0% | +2.42% | 4.41 | 15 |
| 07.07 → 16.07 | Long | 80.0% | +2.23% | 3.05 | 15 |
| 08.07 → 15.07 | Long | 80.0% | +2.22% | 3.88 | 15 |
| 08.07 → 16.07 | Long | 80.0% | +2.14% | 3.55 | 15 |
| 10.07 → 20.07 | Long | 80.0% | +1.92% | 3.84 | 15 |
| 07.07 → 13.07 | Long | 80.0% | +1.89% | 3.89 | 15 |