Over 2011 to 2025 (15 years of data), EBSATEUR has tended to move long between 11.07 and 28.07, closing higher in 93.3% of those years for an average +4.25% move and an annualized Sharpe of 3.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.07 | Long | 93.3% | +4.25% | 3.20 | 15 |
| 11.07 → 27.07 | Long | 93.3% | +4.22% | 3.17 | 15 |
| 07.07 → 26.07 | Long | 86.7% | +4.99% | 2.50 | 15 |
| 07.07 → 28.07 | Long | 86.7% | +4.96% | 2.34 | 15 |
| 07.07 → 27.07 | Long | 86.7% | +4.93% | 2.34 | 15 |
| 08.07 → 26.07 | Long | 86.7% | +4.67% | 2.76 | 15 |
| 08.07 → 28.07 | Long | 86.7% | +4.64% | 2.57 | 15 |
| 08.07 → 27.07 | Long | 86.7% | +4.62% | 2.56 | 15 |