Over 2022 to 2025 (4 years of data), BNRDEEUR has tended to move long between 22.07 and 30.07, closing higher in 100.0% of those years for an average +3.40% move and an annualized Sharpe of 15.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 30.07 | Long | 100.0% | +3.40% | 15.69 | 3 |
| 22.07 → 29.07 | Long | 100.0% | +2.76% | 19.40 | 4 |
| 23.07 → 29.07 | Long | 100.0% | +2.34% | 12.00 | 4 |
| 22.07 → 28.07 | Long | 100.0% | +2.30% | 15.70 | 4 |
| 23.07 → 28.07 | Long | 100.0% | +1.88% | 12.58 | 4 |
| 24.07 → 28.07 | Long | 100.0% | +1.61% | 9.64 | 4 |
| 25.07 → 28.07 | Long | 100.0% | +1.52% | 12.21 | 4 |
| 22.07 → 07.08 | Long | 100.0% | +1.22% | 3.40 | 4 |