Over 2014 to 2025 (12 years of data), ESPIDXEUR has tended to move long between 10.07 and 28.07, closing higher in 83.3% of those years for an average +1.71% move and an annualized Sharpe of 3.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 28.07 | Long | 83.3% | +1.71% | 3.95 | 12 |
| 10.07 → 26.07 | Long | 83.3% | +1.50% | 3.35 | 12 |
| 11.07 → 28.07 | Long | 83.3% | +1.36% | 3.28 | 12 |
| 10.07 → 29.07 | Long | 83.3% | +1.33% | 2.07 | 12 |
| 08.07 → 28.07 | Long | 75.0% | +1.97% | 2.53 | 12 |
| 08.07 → 25.07 | Long | 75.0% | +1.77% | 2.34 | 12 |
| 08.07 → 26.07 | Long | 75.0% | +1.75% | 2.48 | 12 |
| 08.07 → 27.07 | Long | 75.0% | +1.75% | 2.04 | 12 |