Over 2020 to 2025 (6 years of data), BPEITEUR has tended to move long between 28.08 and 21.10, closing higher in 100.0% of those years for an average +21.71% move and an annualized Sharpe of 3.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 21.10 | Long | 100.0% | +21.71% | 3.51 | 5 |
| 27.08 → 21.10 | Long | 100.0% | +21.56% | 3.41 | 5 |
| 28.08 → 22.10 | Long | 100.0% | +21.40% | 3.30 | 5 |
| 27.08 → 22.10 | Long | 100.0% | +21.27% | 3.20 | 5 |
| 28.08 → 18.10 | Long | 100.0% | +20.92% | 3.10 | 5 |
| 24.08 → 21.10 | Long | 100.0% | +20.91% | 2.33 | 5 |
| 28.08 → 27.10 | Long | 100.0% | +20.87% | 3.17 | 5 |
| 27.08 → 18.10 | Long | 100.0% | +20.80% | 2.99 | 5 |