Over 2011 to 2025 (15 years of data), BAYNDEEUR has tended to move long between 08.07 and 25.07, closing higher in 80.0% of those years for an average +1.79% move and an annualized Sharpe of 2.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 25.07 | Long | 80.0% | +1.79% | 2.05 | 15 |
| 11.07 → 18.07 | Long | 80.0% | +1.21% | 4.38 | 15 |
| 09.07 → 25.07 | Long | 80.0% | +0.98% | 1.32 | 15 |
| 11.07 → 14.07 | Long | 80.0% | +0.86% | 8.32 | 15 |
| 12.07 → 15.07 | Long | 80.0% | +0.47% | 4.29 | 15 |
| 07.07 → 25.07 | Long | 73.3% | +2.07% | 1.64 | 15 |
| 07.07 → 22.07 | Long | 73.3% | +1.88% | 1.79 | 15 |
| 11.07 → 19.07 | Long | 73.3% | +1.51% | 4.37 | 15 |