Over 2020 to 2025 (6 years of data), SRSITEUR has tended to move long between 22.08 and 29.08, closing higher in 100.0% of those years for an average +5.92% move and an annualized Sharpe of 6.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 29.08 | Long | 100.0% | +5.92% | 6.87 | 4 |
| 26.08 → 30.08 | Long | 100.0% | +5.05% | 10.18 | 3 |
| 22.08 → 28.08 | Long | 100.0% | +4.65% | 7.69 | 4 |
| 28.08 → 24.10 | Short | 100.0% | +4.54% | 1.52 | 4 |
| 26.08 → 24.10 | Short | 100.0% | +4.53% | 1.65 | 4 |
| 22.08 → 27.08 | Long | 100.0% | +3.24% | 8.98 | 4 |
| 22.08 → 30.08 | Long | 75.0% | +5.67% | 5.30 | 4 |
| 25.08 → 24.10 | Short | 75.0% | +5.00% | 1.20 | 4 |