Over 2014 to 2025 (12 years of data), EUSIDXEUR has tended to move short between 14.08 and 20.08, closing higher in 75.0% of those years for an average +1.06% move and an annualized Sharpe of 3.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 20.08 | Short | 75.0% | +1.06% | 3.08 | 12 |
| 17.08 → 08.09 | Short | 75.0% | +0.91% | 0.78 | 12 |
| 12.08 → 20.08 | Short | 75.0% | +0.83% | 1.79 | 12 |
| 16.08 → 08.09 | Short | 75.0% | +0.80% | 0.67 | 12 |
| 15.08 → 31.08 | Short | 75.0% | +0.74% | 0.80 | 12 |
| 14.08 → 31.08 | Short | 75.0% | +0.67% | 0.71 | 12 |
| 14.08 → 19.08 | Short | 75.0% | +0.46% | 1.93 | 12 |
| 14.08 → 27.08 | Short | 75.0% | +0.42% | 0.61 | 12 |