Over 2011 to 2025 (15 years of data), BNPFREUR has tended to move long between 11.07 and 27.07, closing higher in 93.3% of those years for an average +3.20% move and an annualized Sharpe of 4.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 27.07 | Long | 93.3% | +3.20% | 4.62 | 15 |
| 11.07 → 26.07 | Long | 93.3% | +2.79% | 4.26 | 15 |
| 11.07 → 25.07 | Long | 93.3% | +2.30% | 2.61 | 15 |
| 11.07 → 28.07 | Long | 86.7% | +3.28% | 4.74 | 15 |
| 10.07 → 28.07 | Long | 86.7% | +2.98% | 2.99 | 15 |
| 10.07 → 29.07 | Long | 86.7% | +2.93% | 2.49 | 15 |
| 10.07 → 27.07 | Long | 86.7% | +2.90% | 3.05 | 15 |
| 12.07 → 28.07 | Long | 86.7% | +2.78% | 3.55 | 15 |