Over 2011 to 2025 (15 years of data), ELI1VFIEUR has tended to move long between 11.09 and 19.09, closing higher in 86.7% of those years for an average +1.04% move and an annualized Sharpe of 4.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.09 → 19.09 | Long | 86.7% | +1.04% | 4.54 | 15 |
| 11.09 → 17.09 | Long | 86.7% | +0.88% | 4.49 | 15 |
| 11.09 → 18.09 | Long | 86.7% | +0.88% | 4.26 | 15 |
| 14.09 → 14.10 | Long | 80.0% | +1.03% | 0.66 | 15 |
| 12.09 → 19.09 | Long | 80.0% | +0.96% | 4.87 | 15 |
| 12.09 → 17.09 | Long | 80.0% | +0.80% | 5.08 | 15 |
| 12.09 → 18.09 | Long | 80.0% | +0.80% | 4.07 | 15 |
| 14.09 → 13.10 | Long | 80.0% | +0.78% | 0.48 | 15 |