Over 2011 to 2025 (15 years of data), AFFREUR has tended to move long between 13.07 and 11.09, closing higher in 73.3% of those years for an average +50.47% move and an annualized Sharpe of 0.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 73.3% | +50.47% | 0.58 | 15 |
| 13.07 → 10.09 | Long | 73.3% | +50.04% | 0.57 | 15 |
| 12.07 → 10.09 | Long | 73.3% | +49.97% | 0.57 | 15 |
| 08.07 → 29.07 | Short | 73.3% | +2.41% | 0.95 | 15 |
| 07.07 → 29.07 | Short | 73.3% | +2.33% | 0.80 | 15 |
| 09.07 → 23.07 | Short | 73.3% | +1.72% | 1.28 | 15 |
| 09.07 → 26.08 | Short | 73.3% | +0.52% | 0.07 | 15 |
| 10.07 → 26.08 | Short | 73.3% | +0.39% | 0.05 | 15 |