Over 2011 to 2025 (15 years of data), VOEATEUR has tended to move long between 19.07 and 29.07, closing higher in 73.3% of those years for an average +1.78% move and an annualized Sharpe of 2.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.07 → 29.07 | Long | 73.3% | +1.78% | 2.20 | 15 |
| 20.07 → 29.07 | Long | 73.3% | +1.59% | 2.05 | 15 |
| 20.07 → 02.08 | Short | 73.3% | +1.45% | 1.31 | 15 |
| 18.07 → 02.08 | Short | 73.3% | +1.27% | 0.97 | 15 |
| 20.07 → 20.08 | Short | 66.7% | +2.59% | 0.59 | 15 |
| 22.07 → 20.08 | Short | 66.7% | +2.56% | 0.61 | 15 |
| 19.07 → 20.08 | Short | 66.7% | +2.46% | 0.57 | 15 |
| 20.07 → 21.08 | Short | 66.7% | +2.44% | 0.53 | 15 |