Over 2011 to 2025 (15 years of data), SAFFREUR has tended to move long between 11.09 and 10.11, closing higher in 86.7% of those years for an average +6.11% move and an annualized Sharpe of 1.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.09 → 10.11 | Long | 86.7% | +6.11% | 1.57 | 15 |
| 12.09 → 10.11 | Long | 86.7% | +5.53% | 1.49 | 15 |
| 11.09 → 09.11 | Long | 80.0% | +5.96% | 1.91 | 15 |
| 11.09 → 08.11 | Long | 80.0% | +5.85% | 2.02 | 15 |
| 10.09 → 09.11 | Long | 80.0% | +5.82% | 1.79 | 15 |
| 10.09 → 08.11 | Long | 80.0% | +5.70% | 1.90 | 15 |
| 09.09 → 08.11 | Long | 80.0% | +5.53% | 1.51 | 15 |
| 12.09 → 09.11 | Long | 80.0% | +5.39% | 1.81 | 15 |