Over 2011 to 2025 (15 years of data), ABIBEEUR has tended to move short between 13.07 and 10.08, closing higher in 80.0% of those years for an average +2.06% move and an annualized Sharpe of 1.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.08 | Short | 80.0% | +2.06% | 1.14 | 15 |
| 12.07 → 10.08 | Short | 80.0% | +2.00% | 1.07 | 15 |
| 13.07 → 11.08 | Short | 80.0% | +1.61% | 0.89 | 15 |
| 13.07 → 08.08 | Short | 73.3% | +1.75% | 0.99 | 15 |
| 12.07 → 08.08 | Short | 73.3% | +1.70% | 0.93 | 15 |
| 13.07 → 14.08 | Short | 73.3% | +1.69% | 0.99 | 15 |
| 13.07 → 13.08 | Short | 73.3% | +1.67% | 0.96 | 15 |
| 10.07 → 21.07 | Long | 73.3% | +1.60% | 2.32 | 15 |