Over 2020 to 2025 (6 years of data), BZUITEUR has tended to move long between 07.07 and 13.07, closing higher in 100.0% of those years for an average +4.05% move and an annualized Sharpe of 9.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 13.07 | Long | 100.0% | +4.05% | 9.97 | 5 |
| 07.07 → 12.07 | Long | 100.0% | +4.02% | 11.42 | 5 |
| 07.07 → 28.07 | Long | 80.0% | +4.90% | 1.85 | 5 |
| 07.07 → 11.07 | Long | 80.0% | +3.83% | 11.55 | 5 |
| 08.07 → 28.07 | Long | 80.0% | +3.64% | 1.39 | 5 |
| 07.07 → 14.07 | Long | 80.0% | +3.53% | 8.05 | 5 |
| 08.07 → 13.07 | Long | 80.0% | +2.83% | 5.10 | 5 |
| 07.07 → 10.07 | Long | 80.0% | +2.79% | 9.98 | 5 |