Over 2014 to 2025 (12 years of data), EUSIDXEUR has tended to move long between 10.07 and 22.07, closing higher in 83.3% of those years for an average +1.60% move and an annualized Sharpe of 4.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 22.07 | Long | 83.3% | +1.60% | 4.18 | 12 |
| 11.07 → 22.07 | Long | 83.3% | +1.41% | 4.65 | 12 |
| 10.07 → 23.07 | Long | 83.3% | +1.40% | 3.44 | 12 |
| 12.07 → 22.07 | Long | 83.3% | +1.01% | 3.33 | 12 |
| 13.07 → 22.07 | Long | 83.3% | +0.49% | 1.74 | 12 |
| 07.07 → 22.07 | Long | 75.0% | +2.03% | 2.78 | 12 |
| 08.07 → 23.07 | Long | 75.0% | +2.01% | 3.13 | 12 |
| 08.07 → 15.07 | Long | 75.0% | +1.99% | 3.78 | 12 |