Over 2014 to 2025 (12 years of data), ESPIDXEUR has tended to move short between 28.08 and 06.09, closing higher in 75.0% of those years for an average +0.60% move and an annualized Sharpe of 1.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 06.09 | Short | 75.0% | +0.60% | 1.24 | 12 |
| 27.08 → 06.09 | Short | 75.0% | +0.46% | 0.94 | 12 |
| 28.08 → 07.09 | Short | 75.0% | +0.42% | 0.75 | 12 |
| 26.08 → 06.09 | Short | 75.0% | +0.40% | 0.64 | 12 |
| 28.08 → 08.09 | Short | 75.0% | +0.32% | 0.57 | 12 |
| 28.08 → 05.09 | Short | 75.0% | +0.31% | 0.69 | 12 |
| 28.08 → 02.10 | Short | 66.7% | +1.55% | 1.24 | 12 |
| 27.08 → 02.10 | Short | 66.7% | +1.41% | 1.15 | 12 |