Over 2011 to 2025 (15 years of data), SUFREUR has tended to move long between 11.07 and 23.07, closing higher in 86.7% of those years for an average +2.40% move and an annualized Sharpe of 3.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 23.07 | Long | 86.7% | +2.40% | 3.21 | 15 |
| 11.07 → 21.07 | Long | 86.7% | +1.60% | 2.47 | 15 |
| 08.07 → 23.07 | Long | 80.0% | +2.61% | 2.44 | 15 |
| 08.07 → 26.07 | Long | 80.0% | +2.58% | 2.03 | 15 |
| 07.07 → 23.07 | Long | 80.0% | +2.44% | 2.10 | 15 |
| 11.07 → 26.07 | Long | 80.0% | +2.36% | 2.54 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +2.18% | 3.27 | 15 |
| 11.07 → 24.07 | Long | 80.0% | +2.17% | 3.20 | 15 |