Over 2011 to 2025 (15 years of data), VOEATEUR has tended to move short between 09.07 and 12.07, closing higher in 73.3% of those years for an average +1.31% move and an annualized Sharpe of 4.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 12.07 | Short | 73.3% | +1.31% | 4.13 | 15 |
| 11.07 → 20.07 | Long | 73.3% | +0.62% | 1.09 | 15 |
| 09.07 → 03.08 | Short | 66.7% | +3.14% | 1.29 | 15 |
| 11.07 → 28.07 | Long | 66.7% | +2.27% | 1.95 | 15 |
| 11.07 → 27.07 | Long | 66.7% | +1.85% | 1.89 | 15 |
| 11.07 → 30.07 | Long | 66.7% | +1.62% | 1.13 | 15 |
| 11.07 → 26.07 | Long | 66.7% | +1.45% | 1.72 | 15 |
| 11.07 → 24.07 | Long | 66.7% | +1.18% | 1.75 | 15 |