Over 2020 to 2025 (6 years of data), SRGITEUR has tended to move long between 08.07 and 22.08, closing higher in 100.0% of those years for an average +4.45% move and an annualized Sharpe of 4.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 22.08 | Long | 100.0% | +4.45% | 4.00 | 5 |
| 08.07 → 23.08 | Long | 100.0% | +4.45% | 4.12 | 5 |
| 09.07 → 22.08 | Long | 100.0% | +4.34% | 4.33 | 5 |
| 09.07 → 23.08 | Long | 100.0% | +4.34% | 4.46 | 5 |
| 10.07 → 22.08 | Long | 100.0% | +4.12% | 3.78 | 5 |
| 10.07 → 23.08 | Long | 100.0% | +4.12% | 3.99 | 5 |
| 07.07 → 22.08 | Long | 100.0% | +4.08% | 4.10 | 5 |
| 07.07 → 23.08 | Long | 100.0% | +4.08% | 4.17 | 5 |