Over 2011 to 2025 (15 years of data), EDPPTEUR has tended to move long between 14.07 and 26.07, closing higher in 80.0% of those years for an average +1.85% move and an annualized Sharpe of 2.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 26.07 | Long | 80.0% | +1.85% | 2.38 | 15 |
| 15.07 → 26.07 | Long | 78.6% | +2.44% | 3.04 | 14 |
| 15.07 → 27.07 | Long | 78.6% | +2.26% | 2.73 | 14 |
| 16.07 → 09.09 | Long | 73.3% | +3.23% | 0.93 | 15 |
| 16.07 → 03.09 | Long | 73.3% | +2.52% | 0.91 | 15 |
| 16.07 → 26.07 | Long | 73.3% | +2.48% | 3.22 | 15 |
| 16.07 → 02.09 | Long | 73.3% | +2.37% | 0.79 | 15 |
| 16.07 → 27.07 | Long | 73.3% | +2.32% | 2.90 | 15 |