Over 2020 to 2025 (6 years of data), BPEITEUR has tended to move long between 22.07 and 30.07, closing higher in 100.0% of those years for an average +6.00% move and an annualized Sharpe of 7.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 30.07 | Long | 100.0% | +6.00% | 7.45 | 5 |
| 22.07 → 31.07 | Long | 100.0% | +5.62% | 6.64 | 5 |
| 24.07 → 30.07 | Long | 100.0% | +5.07% | 8.52 | 5 |
| 25.07 → 30.07 | Long | 100.0% | +4.74% | 8.79 | 5 |
| 22.07 → 29.07 | Long | 100.0% | +4.23% | 7.33 | 5 |
| 26.07 → 30.07 | Long | 100.0% | +3.70% | 8.23 | 5 |
| 22.07 → 28.07 | Long | 100.0% | +2.71% | 8.56 | 5 |
| 22.07 → 27.07 | Long | 100.0% | +2.50% | 8.48 | 5 |