Over 2011 to 2025 (15 years of data), AFFREUR has tended to move long between 23.07 and 20.09, closing higher in 73.3% of those years for an average +48.31% move and an annualized Sharpe of 0.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 20.09 | Long | 73.3% | +48.31% | 0.58 | 15 |
| 28.07 → 20.09 | Long | 73.3% | +48.24% | 0.59 | 15 |
| 22.07 → 20.09 | Long | 73.3% | +47.88% | 0.57 | 15 |
| 23.07 → 18.09 | Long | 73.3% | +47.55% | 0.61 | 15 |
| 28.07 → 18.09 | Long | 73.3% | +47.48% | 0.61 | 15 |
| 23.07 → 19.09 | Long | 73.3% | +47.42% | 0.60 | 15 |
| 28.07 → 19.09 | Long | 73.3% | +47.31% | 0.60 | 15 |
| 23.07 → 21.09 | Long | 73.3% | +47.22% | 0.57 | 15 |