Over 2011 to 2025 (15 years of data), VIVFREUR has tended to move long between 24.08 and 02.09, closing higher in 80.0% of those years for an average +1.42% move and an annualized Sharpe of 2.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 02.09 | Long | 80.0% | +1.42% | 2.71 | 15 |
| 22.08 → 26.08 | Long | 80.0% | +1.12% | 5.97 | 15 |
| 23.08 → 28.09 | Short | 73.3% | +4.75% | 0.74 | 15 |
| 24.08 → 01.09 | Long | 73.3% | +1.41% | 2.50 | 15 |
| 24.08 → 09.09 | Long | 73.3% | +1.32% | 1.92 | 15 |
| 22.08 → 25.08 | Long | 73.3% | +1.19% | 7.40 | 15 |
| 26.08 → 31.08 | Long | 73.3% | +0.86% | 2.50 | 15 |
| 27.08 → 18.09 | Short | 73.3% | +0.56% | 0.42 | 15 |