Over 2016 to 2025 (10 years of data), BUNDTREUR has tended to move long between 11.07 and 10.08, closing higher in 100.0% of those years for an average +1.39% move and an annualized Sharpe of 3.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 10.08 | Long | 100.0% | +1.39% | 3.56 | 10 |
| 12.07 → 09.08 | Long | 100.0% | +1.23% | 3.46 | 10 |
| 11.07 → 09.08 | Long | 90.0% | +1.46% | 3.48 | 10 |
| 08.07 → 12.08 | Long | 90.0% | +1.41% | 2.86 | 10 |
| 10.07 → 09.08 | Long | 90.0% | +1.41% | 2.94 | 10 |
| 11.07 → 12.08 | Long | 90.0% | +1.41% | 3.09 | 10 |
| 08.07 → 10.08 | Long | 90.0% | +1.39% | 3.17 | 10 |
| 11.07 → 08.08 | Long | 90.0% | +1.37% | 3.32 | 10 |