Over 2014 to 2025 (12 years of data), ESPIDXEUR has tended to move short between 15.08 and 13.10, closing higher in 75.0% of those years for an average +1.43% move and an annualized Sharpe of 0.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 13.10 | Short | 75.0% | +1.43% | 0.50 | 12 |
| 16.08 → 13.10 | Short | 75.0% | +1.41% | 0.52 | 12 |
| 15.08 → 24.09 | Short | 75.0% | +1.37% | 0.51 | 12 |
| 14.08 → 13.10 | Short | 75.0% | +1.35% | 0.47 | 12 |
| 15.08 → 12.10 | Short | 75.0% | +1.25% | 0.42 | 12 |
| 15.08 → 09.10 | Short | 75.0% | +1.23% | 0.52 | 12 |
| 14.08 → 12.10 | Short | 75.0% | +1.17% | 0.40 | 12 |
| 15.08 → 10.10 | Short | 75.0% | +1.16% | 0.49 | 12 |