Over 2022 to 2025 (4 years of data), BNRDEEUR has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +4.53% move and an annualized Sharpe of 4.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +4.53% | 4.53 | 4 |
| 13.07 → 27.07 | Long | 100.0% | +4.36% | 4.51 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +4.12% | 3.65 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +3.95% | 6.57 | 4 |
| 13.07 → 26.07 | Long | 100.0% | +3.80% | 5.12 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +3.77% | 4.07 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +3.41% | 8.05 | 4 |
| 13.07 → 23.07 | Long | 100.0% | +3.39% | 3.85 | 4 |