Over 2005 to 2025 (21 years of data), EURTRY has tended to move long between 17.08 and 15.10, closing higher in 81.0% of those years for an average +2.57% move and an annualized Sharpe of 1.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 15.10 | Long | 81.0% | +2.57% | 1.29 | 21 |
| 18.08 → 15.10 | Long | 81.0% | +2.49% | 1.26 | 21 |
| 16.08 → 15.10 | Long | 76.2% | +2.58% | 1.30 | 21 |
| 18.08 → 17.10 | Long | 76.2% | +2.38% | 1.04 | 21 |
| 17.08 → 04.10 | Long | 76.2% | +1.92% | 1.22 | 21 |
| 16.08 → 04.10 | Long | 76.2% | +1.91% | 1.31 | 21 |
| 16.08 → 05.10 | Long | 76.2% | +1.87% | 1.18 | 21 |
| 17.08 → 05.10 | Long | 76.2% | +1.87% | 1.12 | 21 |