Over 2020 to 2025 (6 years of data), BCITEUR has tended to move short between 12.07 and 16.07, closing higher in 100.0% of those years for an average +4.28% move and an annualized Sharpe of 18.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Short | 100.0% | +4.28% | 18.31 | 5 |
| 12.07 → 17.07 | Short | 100.0% | +4.15% | 9.98 | 5 |
| 12.07 → 15.07 | Short | 100.0% | +2.79% | 23.81 | 5 |
| 08.07 → 12.07 | Long | 100.0% | +2.18% | 18.14 | 5 |
| 08.07 → 11.07 | Long | 100.0% | +2.06% | 16.79 | 5 |
| 09.07 → 13.07 | Long | 100.0% | +1.13% | 7.08 | 5 |
| 12.07 → 06.09 | Short | 80.0% | +6.86% | 2.17 | 5 |
| 12.07 → 07.09 | Short | 80.0% | +6.35% | 1.96 | 5 |