Over 2020 to 2025 (6 years of data), BZUITEUR has tended to move long between 26.07 and 30.07, closing higher in 100.0% of those years for an average +2.81% move and an annualized Sharpe of 20.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 30.07 | Long | 100.0% | +2.81% | 20.36 | 4 |
| 28.07 → 25.09 | Short | 80.0% | +4.87% | 1.62 | 5 |
| 28.07 → 18.09 | Short | 80.0% | +4.79% | 1.73 | 5 |
| 28.07 → 17.09 | Short | 80.0% | +4.56% | 2.08 | 5 |
| 28.07 → 24.09 | Short | 80.0% | +4.33% | 1.35 | 5 |
| 28.07 → 16.09 | Short | 80.0% | +4.14% | 1.67 | 5 |
| 28.07 → 23.09 | Short | 80.0% | +3.93% | 1.19 | 5 |
| 28.07 → 22.09 | Short | 80.0% | +3.74% | 1.21 | 5 |