Over 2011 to 2025 (15 years of data), EOANDEEUR has tended to move long between 10.07 and 22.07, closing higher in 93.3% of those years for an average +1.90% move and an annualized Sharpe of 5.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 22.07 | Long | 93.3% | +1.90% | 5.15 | 15 |
| 11.07 → 18.07 | Long | 93.3% | +1.58% | 6.12 | 15 |
| 11.07 → 19.07 | Long | 93.3% | +1.43% | 5.57 | 15 |
| 10.07 → 18.07 | Long | 86.7% | +1.62% | 4.29 | 15 |
| 11.07 → 17.07 | Long | 86.7% | +1.20% | 4.98 | 15 |
| 08.07 → 21.07 | Long | 80.0% | +2.04% | 3.88 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +1.99% | 4.05 | 15 |
| 10.07 → 21.07 | Long | 80.0% | +1.95% | 4.64 | 15 |