Over 2011 to 2025 (15 years of data), EDFFREUR has tended to move long between 11.07 and 19.07, closing higher in 66.7% of those years for an average +1.93% move and an annualized Sharpe of 2.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 19.07 | Long | 66.7% | +1.93% | 2.12 | 15 |
| 10.07 → 25.07 | Long | 66.7% | +1.75% | 1.11 | 15 |
| 11.07 → 25.07 | Long | 66.7% | +1.52% | 1.20 | 15 |
| 10.07 → 17.07 | Long | 66.7% | +1.25% | 2.46 | 15 |
| 11.07 → 17.07 | Long | 66.7% | +1.06% | 3.24 | 15 |
| 11.07 → 14.07 | Long | 66.7% | +0.65% | 3.42 | 15 |
| 07.07 → 17.07 | Long | 60.0% | +2.68% | 2.36 | 15 |
| 10.07 → 18.07 | Long | 60.0% | +2.25% | 1.98 | 15 |