Over 2020 to 2025 (6 years of data), TITITEUR has tended to move short between 07.07 and 03.08, closing higher in 100.0% of those years for an average +5.73% move and an annualized Sharpe of 3.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 03.08 | Short | 100.0% | +5.73% | 3.43 | 5 |
| 09.07 → 03.08 | Short | 100.0% | +5.63% | 3.19 | 5 |
| 11.07 → 02.08 | Short | 100.0% | +5.43% | 3.87 | 5 |
| 08.07 → 03.08 | Short | 100.0% | +5.41% | 2.94 | 5 |
| 12.07 → 02.08 | Short | 100.0% | +5.39% | 5.01 | 5 |
| 10.07 → 03.08 | Short | 100.0% | +5.38% | 3.21 | 5 |
| 07.07 → 04.08 | Short | 100.0% | +5.31% | 3.52 | 5 |
| 09.07 → 04.08 | Short | 100.0% | +5.22% | 3.23 | 5 |