Over 2020 to 2025 (6 years of data), TISITEUR has tended to move short between 18.08 and 02.10, closing higher in 100.0% of those years for an average +27.42% move and an annualized Sharpe of 2.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 02.10 | Short | 100.0% | +27.42% | 2.04 | 3 |
| 18.08 → 03.10 | Short | 100.0% | +26.57% | 2.04 | 3 |
| 18.08 → 23.09 | Short | 66.7% | +28.86% | 2.44 | 3 |
| 16.08 → 25.09 | Short | 66.7% | +27.80% | 2.03 | 3 |
| 13.08 → 25.09 | Short | 66.7% | +27.73% | 1.95 | 3 |
| 14.08 → 25.09 | Short | 66.7% | +27.73% | 1.98 | 3 |
| 15.08 → 25.09 | Short | 66.7% | +27.73% | 2.00 | 3 |
| 17.08 → 25.09 | Short | 66.7% | +27.58% | 2.04 | 3 |