Over 2011 to 2025 (15 years of data), BNFREUR has tended to move long between 10.07 and 13.07, closing higher in 86.7% of those years for an average +0.86% move and an annualized Sharpe of 6.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 13.07 | Long | 86.7% | +0.86% | 6.03 | 15 |
| 10.07 → 03.08 | Long | 80.0% | +2.29% | 1.82 | 15 |
| 10.07 → 29.07 | Long | 80.0% | +2.18% | 2.68 | 15 |
| 10.07 → 04.08 | Long | 80.0% | +1.95% | 1.44 | 15 |
| 10.07 → 05.08 | Long | 80.0% | +1.82% | 1.32 | 15 |
| 10.07 → 30.07 | Long | 80.0% | +1.68% | 1.68 | 15 |
| 10.07 → 08.08 | Long | 80.0% | +1.40% | 0.84 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +1.05% | 2.75 | 15 |