Over 2020 to 2025 (6 years of data), BCITEUR has tended to move short between 13.07 and 18.07, closing higher in 100.0% of those years for an average +4.55% move and an annualized Sharpe of 11.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 18.07 | Short | 100.0% | +4.55% | 11.66 | 5 |
| 13.07 → 17.07 | Short | 100.0% | +4.30% | 15.83 | 5 |
| 13.07 → 16.07 | Short | 100.0% | +3.19% | 11.74 | 5 |
| 13.07 → 07.09 | Short | 80.0% | +6.88% | 2.17 | 5 |
| 13.07 → 06.09 | Short | 80.0% | +6.49% | 1.95 | 5 |
| 13.07 → 08.09 | Short | 80.0% | +6.37% | 1.96 | 5 |
| 13.07 → 10.09 | Short | 80.0% | +5.91% | 1.72 | 5 |
| 13.07 → 11.09 | Short | 80.0% | +5.88% | 1.76 | 5 |