Over 2011 to 2025 (15 years of data), SANFREUR has tended to move long between 11.07 and 29.07, closing higher in 80.0% of those years for an average +1.72% move and an annualized Sharpe of 2.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 29.07 | Long | 80.0% | +1.72% | 2.22 | 15 |
| 12.07 → 29.07 | Long | 80.0% | +1.38% | 1.76 | 15 |
| 12.07 → 25.07 | Long | 80.0% | +1.37% | 2.85 | 15 |
| 13.07 → 29.07 | Long | 80.0% | +1.29% | 1.88 | 15 |
| 13.07 → 25.07 | Long | 80.0% | +1.28% | 3.09 | 15 |
| 11.07 → 28.07 | Long | 73.3% | +1.94% | 2.40 | 15 |
| 11.07 → 22.07 | Long | 73.3% | +1.65% | 3.20 | 15 |
| 12.07 → 28.07 | Long | 73.3% | +1.60% | 1.92 | 15 |