Over 2020 to 2025 (6 years of data), BMPSITEUR has tended to move short between 09.07 and 07.09, closing higher in 40.0% of those years for an average +9.57% move and an annualized Sharpe of 1.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 07.09 | Short | 40.0% | +9.57% | 1.06 | 5 |
| 10.07 → 07.09 | Short | 40.0% | +9.41% | 1.07 | 5 |
| 09.07 → 06.09 | Short | 40.0% | +9.25% | 1.07 | 5 |
| 09.07 → 05.09 | Short | 40.0% | +9.18% | 1.05 | 5 |
| 08.07 → 06.09 | Short | 40.0% | +9.11% | 1.04 | 5 |
| 10.07 → 06.09 | Short | 40.0% | +9.08% | 1.08 | 5 |
| 10.07 → 05.09 | Short | 40.0% | +9.02% | 1.06 | 5 |
| 12.07 → 07.09 | Short | 40.0% | +8.75% | 1.13 | 5 |