Over 2020 to 2025 (6 years of data), SFERITEUR has tended to move long between 08.07 and 12.07, closing higher in 100.0% of those years for an average +2.17% move and an annualized Sharpe of 7.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 12.07 | Long | 100.0% | +2.17% | 7.72 | 5 |
| 09.07 → 12.07 | Long | 100.0% | +1.79% | 9.27 | 5 |
| 08.07 → 11.07 | Long | 100.0% | +1.74% | 8.89 | 5 |
| 13.07 → 04.09 | Short | 80.0% | +6.43% | 1.82 | 5 |
| 07.07 → 05.09 | Short | 80.0% | +5.45% | 1.66 | 5 |
| 07.07 → 04.09 | Short | 80.0% | +5.44% | 1.72 | 5 |
| 11.07 → 04.09 | Short | 80.0% | +5.33% | 1.53 | 5 |
| 13.07 → 31.08 | Short | 80.0% | +5.15% | 1.58 | 5 |