Over 2020 to 2025 (6 years of data), SFERITEUR has tended to move short between 24.08 and 16.09, closing higher in 80.0% of those years for an average +5.93% move and an annualized Sharpe of 2.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 16.09 | Short | 80.0% | +5.93% | 2.99 | 5 |
| 24.08 → 15.09 | Short | 80.0% | +5.62% | 3.16 | 5 |
| 25.08 → 15.09 | Short | 80.0% | +4.88% | 2.30 | 5 |
| 23.08 → 16.09 | Short | 80.0% | +4.84% | 2.22 | 5 |
| 24.08 → 07.09 | Short | 80.0% | +4.67% | 3.33 | 5 |
| 24.08 → 14.09 | Short | 80.0% | +4.66% | 2.43 | 5 |
| 24.08 → 06.09 | Short | 80.0% | +4.61% | 4.15 | 5 |
| 23.08 → 15.09 | Short | 80.0% | +4.53% | 2.26 | 5 |