Over 2011 to 2025 (15 years of data), EOANDEEUR has tended to move short between 18.08 and 22.08, closing higher in 80.0% of those years for an average +1.69% move and an annualized Sharpe of 3.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 22.08 | Short | 80.0% | +1.69% | 3.11 | 15 |
| 17.08 → 22.08 | Short | 73.3% | +2.08% | 3.00 | 15 |
| 17.08 → 29.08 | Short | 73.3% | +1.72% | 1.74 | 15 |
| 17.08 → 28.08 | Short | 73.3% | +1.41% | 1.58 | 15 |
| 18.08 → 21.08 | Short | 73.3% | +1.39% | 5.02 | 15 |
| 17.08 → 20.08 | Short | 71.4% | +1.63% | 5.62 | 14 |
| 17.08 → 21.08 | Short | 66.7% | +1.79% | 4.35 | 15 |
| 15.08 → 22.08 | Short | 66.7% | +1.74% | 1.94 | 15 |