Over 2011 to 2025 (15 years of data), BAYNDEEUR has tended to move short between 20.08 and 22.09, closing higher in 80.0% of those years for an average +1.85% move and an annualized Sharpe of 0.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 22.09 | Short | 80.0% | +1.85% | 0.81 | 15 |
| 20.08 → 23.09 | Short | 80.0% | +1.80% | 0.84 | 15 |
| 20.08 → 21.09 | Short | 80.0% | +1.42% | 0.69 | 15 |
| 20.08 → 07.10 | Short | 73.3% | +3.53% | 0.98 | 15 |
| 20.08 → 10.10 | Short | 73.3% | +3.51% | 1.02 | 15 |
| 21.08 → 07.10 | Short | 73.3% | +3.31% | 0.93 | 15 |
| 21.08 → 13.10 | Short | 73.3% | +3.25% | 0.89 | 15 |
| 21.08 → 12.10 | Short | 73.3% | +2.96% | 0.88 | 15 |