Over 2011 to 2025 (15 years of data), ASMLNLEUR has tended to move long between 08.07 and 14.07, closing higher in 80.0% of those years for an average +2.91% move and an annualized Sharpe of 4.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 14.07 | Long | 80.0% | +2.91% | 4.20 | 15 |
| 07.07 → 14.07 | Long | 80.0% | +2.63% | 3.16 | 15 |
| 09.07 → 14.07 | Long | 80.0% | +2.21% | 4.12 | 15 |
| 07.07 → 13.07 | Long | 80.0% | +2.07% | 3.13 | 15 |
| 09.07 → 13.07 | Long | 80.0% | +1.68% | 3.77 | 15 |
| 09.07 → 12.07 | Long | 80.0% | +1.24% | 4.33 | 15 |
| 08.07 → 29.07 | Long | 73.3% | +4.88% | 1.54 | 15 |
| 08.07 → 31.07 | Long | 73.3% | +4.64% | 1.34 | 15 |