Over 2011 to 2025 (15 years of data), ELI1VFIEUR has tended to move long between 11.07 and 14.07, closing higher in 80.0% of those years for an average +1.20% move and an annualized Sharpe of 3.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 80.0% | +1.20% | 3.51 | 15 |
| 10.07 → 13.07 | Long | 80.0% | +0.97% | 2.80 | 15 |
| 10.07 → 14.07 | Long | 80.0% | +0.83% | 2.07 | 15 |
| 08.07 → 13.07 | Long | 73.3% | +1.43% | 2.40 | 15 |
| 08.07 → 14.07 | Long | 73.3% | +1.29% | 2.01 | 15 |
| 12.07 → 06.08 | Short | 66.7% | +1.97% | 1.13 | 15 |
| 12.07 → 05.08 | Short | 66.7% | +1.69% | 1.03 | 15 |
| 12.07 → 02.08 | Short | 66.7% | +1.48% | 1.03 | 15 |