Over 2020 to 2025 (6 years of data), TISITEUR has tended to move short between 07.07 and 26.07, closing higher in 40.0% of those years for an average +9.38% move and an annualized Sharpe of 2.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 26.07 | Short | 40.0% | +9.38% | 2.92 | 5 |
| 10.07 → 26.07 | Short | 40.0% | +9.18% | 3.20 | 5 |
| 11.07 → 26.07 | Short | 40.0% | +9.09% | 3.31 | 5 |
| 09.07 → 26.07 | Short | 40.0% | +9.00% | 3.11 | 5 |
| 12.07 → 26.07 | Short | 40.0% | +8.48% | 3.45 | 5 |
| 07.07 → 21.07 | Short | 40.0% | +8.25% | 3.46 | 5 |
| 10.07 → 21.07 | Short | 40.0% | +8.02% | 3.91 | 5 |
| 11.07 → 21.07 | Short | 40.0% | +7.93% | 4.10 | 5 |