Over 2011 to 2025 (15 years of data), EDPPTEUR has tended to move long between 07.07 and 12.07, closing higher in 86.7% of those years for an average +1.64% move and an annualized Sharpe of 2.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.07 | Long | 86.7% | +1.64% | 2.89 | 15 |
| 07.07 → 26.07 | Long | 80.0% | +2.94% | 2.25 | 15 |
| 07.07 → 25.07 | Long | 80.0% | +2.83% | 2.12 | 15 |
| 08.07 → 25.07 | Long | 80.0% | +2.18% | 2.03 | 15 |
| 10.07 → 25.07 | Long | 80.0% | +2.18% | 2.03 | 15 |
| 08.07 → 21.07 | Long | 80.0% | +1.91% | 2.72 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +1.86% | 2.58 | 15 |
| 07.07 → 11.07 | Long | 80.0% | +1.58% | 3.39 | 15 |