Over 2020 to 2025 (6 years of data), SRSITEUR has tended to move short between 07.07 and 07.08, closing higher in 80.0% of those years for an average +5.53% move and an annualized Sharpe of 2.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 07.08 | Short | 80.0% | +5.53% | 2.26 | 5 |
| 07.07 → 08.08 | Short | 80.0% | +4.58% | 2.34 | 5 |
| 07.07 → 06.08 | Short | 80.0% | +4.50% | 2.27 | 5 |
| 07.07 → 16.07 | Short | 80.0% | +4.39% | 3.34 | 5 |
| 10.07 → 08.08 | Short | 80.0% | +4.37% | 2.56 | 5 |
| 07.07 → 15.07 | Short | 80.0% | +4.31% | 3.46 | 5 |
| 10.07 → 16.07 | Short | 80.0% | +4.21% | 4.32 | 5 |
| 07.07 → 14.07 | Short | 80.0% | +4.15% | 3.52 | 5 |