Over 2011 to 2025 (15 years of data), BELGBEEUR has tended to move short between 17.08 and 21.08, closing higher in 73.3% of those years for an average +1.26% move and an annualized Sharpe of 3.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 21.08 | Short | 73.3% | +1.26% | 3.75 | 15 |
| 14.08 → 04.09 | Short | 73.3% | +1.25% | 1.02 | 15 |
| 14.08 → 03.09 | Short | 73.3% | +1.22% | 1.09 | 15 |
| 17.08 → 22.08 | Short | 73.3% | +1.20% | 2.19 | 15 |
| 17.08 → 30.08 | Short | 73.3% | +1.20% | 1.47 | 15 |
| 16.08 → 04.09 | Short | 73.3% | +1.16% | 1.03 | 15 |
| 16.08 → 03.09 | Short | 73.3% | +1.12% | 1.10 | 15 |
| 14.08 → 05.09 | Short | 73.3% | +1.09% | 0.85 | 15 |