Over 2011 to 2025 (15 years of data), BNFREUR has tended to move long between 11.07 and 09.08, closing higher in 80.0% of those years for an average +0.99% move and an annualized Sharpe of 0.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 09.08 | Long | 80.0% | +0.99% | 0.58 | 15 |
| 12.07 → 18.07 | Long | 80.0% | +0.77% | 3.66 | 15 |
| 12.07 → 01.08 | Long | 73.3% | +1.82% | 1.67 | 15 |
| 12.07 → 05.08 | Long | 73.3% | +1.77% | 1.30 | 15 |
| 11.07 → 02.08 | Long | 73.3% | +1.76% | 1.40 | 15 |
| 12.07 → 03.08 | Long | 73.3% | +1.75% | 1.52 | 15 |
| 11.07 → 01.08 | Long | 73.3% | +1.69% | 1.41 | 15 |
| 11.07 → 05.08 | Long | 73.3% | +1.64% | 1.13 | 15 |