Over 2011 to 2025 (15 years of data), BNPFREUR has tended to move long between 22.07 and 19.09, closing higher in 80.0% of those years for an average +2.80% move and an annualized Sharpe of 0.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 19.09 | Long | 80.0% | +2.80% | 0.33 | 15 |
| 23.07 → 19.09 | Long | 80.0% | +2.73% | 0.33 | 15 |
| 24.07 → 19.09 | Long | 80.0% | +2.70% | 0.32 | 15 |
| 22.07 → 20.09 | Long | 80.0% | +2.44% | 0.28 | 15 |
| 23.07 → 20.09 | Long | 80.0% | +2.35% | 0.28 | 15 |
| 22.07 → 29.07 | Long | 80.0% | +2.23% | 2.64 | 15 |
| 23.07 → 31.07 | Long | 80.0% | +1.76% | 1.97 | 15 |
| 22.07 → 31.07 | Long | 80.0% | +1.72% | 1.57 | 15 |