Over 2011 to 2025 (15 years of data), BELGBEEUR has tended to move long between 11.07 and 19.07, closing higher in 80.0% of those years for an average +1.30% move and an annualized Sharpe of 2.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 19.07 | Long | 80.0% | +1.30% | 2.72 | 15 |
| 10.07 → 19.07 | Long | 80.0% | +1.23% | 2.59 | 15 |
| 11.07 → 20.07 | Long | 80.0% | +1.08% | 2.06 | 15 |
| 10.07 → 20.07 | Long | 80.0% | +1.01% | 1.97 | 15 |
| 10.07 → 25.07 | Long | 80.0% | +0.95% | 0.82 | 15 |
| 12.07 → 19.07 | Long | 80.0% | +0.95% | 2.39 | 15 |
| 12.07 → 20.07 | Long | 80.0% | +0.73% | 1.61 | 15 |
| 10.07 → 26.07 | Long | 80.0% | +0.57% | 0.43 | 15 |