Over 2011 to 2025 (15 years of data), SGOFREUR has tended to move long between 11.07 and 23.07, closing higher in 86.7% of those years for an average +2.64% move and an annualized Sharpe of 3.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 23.07 | Long | 86.7% | +2.64% | 3.94 | 15 |
| 11.07 → 19.07 | Long | 86.7% | +2.01% | 5.40 | 15 |
| 12.07 → 23.07 | Long | 86.7% | +1.81% | 2.92 | 15 |
| 11.07 → 29.07 | Long | 80.0% | +2.76% | 1.90 | 15 |
| 11.07 → 28.07 | Long | 80.0% | +2.65% | 1.87 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +2.49% | 4.83 | 15 |
| 11.07 → 27.07 | Long | 80.0% | +2.35% | 1.70 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +2.09% | 4.16 | 15 |