Over 2020 to 2025 (6 years of data), SFERITEUR has tended to move short between 28.07 and 26.08, closing higher in 100.0% of those years for an average +4.54% move and an annualized Sharpe of 3.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 26.08 | Short | 100.0% | +4.54% | 3.57 | 5 |
| 24.07 → 26.08 | Short | 100.0% | +4.07% | 3.23 | 5 |
| 23.07 → 26.08 | Short | 100.0% | +3.95% | 3.13 | 5 |
| 27.07 → 27.08 | Short | 100.0% | +3.67% | 2.96 | 5 |
| 25.07 → 26.08 | Short | 100.0% | +3.49% | 3.41 | 5 |
| 22.07 → 26.08 | Short | 100.0% | +3.35% | 2.84 | 5 |
| 28.07 → 25.09 | Short | 80.0% | +10.74% | 2.21 | 5 |
| 27.07 → 25.09 | Short | 80.0% | +10.29% | 2.22 | 5 |