Over 2011 to 2025 (15 years of data), SANFREUR has tended to move short between 28.07 and 11.08, closing higher in 80.0% of those years for an average +3.15% move and an annualized Sharpe of 2.44.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 11.08 | Short | 80.0% | +3.15% | 2.44 | 15 |
| 26.07 → 11.08 | Short | 80.0% | +2.82% | 1.86 | 15 |
| 28.07 → 06.08 | Short | 80.0% | +2.47% | 3.45 | 15 |
| 27.07 → 06.08 | Short | 80.0% | +2.31% | 2.85 | 15 |
| 28.07 → 07.08 | Short | 80.0% | +2.22% | 3.09 | 15 |
| 28.07 → 04.08 | Short | 80.0% | +2.07% | 4.06 | 15 |
| 26.07 → 13.08 | Short | 80.0% | +2.05% | 1.50 | 15 |
| 28.07 → 09.08 | Short | 80.0% | +1.94% | 2.35 | 15 |