Over 2011 to 2025 (15 years of data), ACFREUR has tended to move short between 13.07 and 19.08, closing higher in 86.7% of those years for an average +5.16% move and an annualized Sharpe of 1.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 19.08 | Short | 86.7% | +5.16% | 1.71 | 15 |
| 13.07 → 03.08 | Short | 86.7% | +5.14% | 2.49 | 15 |
| 13.07 → 20.08 | Short | 86.7% | +5.14% | 1.70 | 15 |
| 13.07 → 21.08 | Short | 86.7% | +5.06% | 1.59 | 15 |
| 13.07 → 22.08 | Short | 86.7% | +5.04% | 1.60 | 15 |
| 13.07 → 23.08 | Short | 86.7% | +4.90% | 1.52 | 15 |
| 13.07 → 02.08 | Short | 86.7% | +4.85% | 2.74 | 15 |
| 13.07 → 05.08 | Short | 86.7% | +4.79% | 2.23 | 15 |