Over 2011 to 2025 (15 years of data), SANESEUR has tended to move short between 09.07 and 02.08, closing higher in 80.0% of those years for an average +3.33% move and an annualized Sharpe of 1.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 02.08 | Short | 80.0% | +3.33% | 1.63 | 15 |
| 10.07 → 02.08 | Short | 80.0% | +2.45% | 1.37 | 15 |
| 07.07 → 02.08 | Short | 73.3% | +2.91% | 1.12 | 15 |
| 09.07 → 03.08 | Short | 73.3% | +2.81% | 1.31 | 15 |
| 09.07 → 01.08 | Short | 73.3% | +2.72% | 1.35 | 15 |
| 07.07 → 01.08 | Short | 73.3% | +2.29% | 0.89 | 15 |
| 08.07 → 01.08 | Short | 73.3% | +1.85% | 0.82 | 15 |
| 10.07 → 01.08 | Short | 73.3% | +1.84% | 1.04 | 15 |