Over 2020 to 2025 (6 years of data), BPEITEUR has tended to move long between 07.07 and 22.08, closing higher in 80.0% of those years for an average +5.11% move and an annualized Sharpe of 1.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.08 | Long | 80.0% | +5.11% | 1.48 | 5 |
| 13.07 → 30.07 | Long | 80.0% | +5.05% | 2.74 | 5 |
| 07.07 → 30.08 | Long | 80.0% | +5.02% | 1.81 | 5 |
| 07.07 → 01.09 | Long | 80.0% | +4.82% | 2.00 | 5 |
| 07.07 → 02.09 | Long | 80.0% | +4.76% | 1.90 | 5 |
| 13.07 → 29.07 | Long | 80.0% | +4.75% | 2.57 | 5 |
| 07.07 → 31.08 | Long | 80.0% | +4.74% | 1.64 | 5 |
| 08.07 → 22.08 | Long | 80.0% | +4.71% | 1.35 | 5 |