Over 2011 to 2025 (15 years of data), VIVFREUR has tended to move long between 12.08 and 07.09, closing higher in 80.0% of those years for an average +1.04% move and an annualized Sharpe of 0.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 07.09 | Long | 80.0% | +1.04% | 0.63 | 15 |
| 12.08 → 09.09 | Long | 73.3% | +1.22% | 0.74 | 15 |
| 12.08 → 13.09 | Long | 73.3% | +1.05% | 0.51 | 15 |
| 16.08 → 05.09 | Long | 73.3% | +1.02% | 0.78 | 15 |
| 13.08 → 09.09 | Long | 73.3% | +0.98% | 0.69 | 15 |
| 16.08 → 07.09 | Long | 73.3% | +0.90% | 0.72 | 15 |
| 12.08 → 12.09 | Long | 73.3% | +0.85% | 0.46 | 15 |
| 15.08 → 07.09 | Long | 73.3% | +0.84% | 0.65 | 15 |