Over 2005 to 2025 (21 years of data), EURTRY has tended to move long between 13.07 and 05.08, closing higher in 76.2% of those years for an average +1.09% move and an annualized Sharpe of 0.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 05.08 | Long | 76.2% | +1.09% | 0.93 | 21 |
| 09.07 → 28.08 | Long | 71.4% | +3.85% | 0.96 | 21 |
| 08.07 → 28.08 | Long | 71.4% | +3.77% | 0.85 | 21 |
| 09.07 → 27.08 | Long | 71.4% | +3.77% | 1.06 | 21 |
| 10.07 → 28.08 | Long | 71.4% | +3.62% | 0.91 | 21 |
| 11.07 → 28.08 | Long | 71.4% | +3.42% | 0.95 | 21 |
| 10.07 → 22.08 | Long | 71.4% | +3.34% | 1.09 | 21 |
| 11.07 → 20.08 | Long | 71.4% | +3.09% | 1.16 | 21 |