Over 2011 to 2025 (15 years of data), FPFREUR has tended to move long between 22.08 and 28.08, closing higher in 86.7% of those years for an average +1.92% move and an annualized Sharpe of 5.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 28.08 | Long | 86.7% | +1.92% | 5.34 | 15 |
| 22.08 → 30.08 | Long | 86.7% | +1.76% | 5.36 | 15 |
| 22.08 → 29.08 | Long | 80.0% | +2.01% | 5.69 | 15 |
| 22.08 → 02.09 | Long | 80.0% | +1.88% | 5.77 | 15 |
| 22.08 → 27.08 | Long | 80.0% | +1.71% | 5.72 | 15 |
| 21.08 → 29.08 | Long | 80.0% | +1.65% | 3.89 | 15 |
| 22.08 → 03.09 | Long | 80.0% | +1.60% | 3.53 | 15 |
| 21.08 → 28.08 | Long | 80.0% | +1.56% | 3.89 | 15 |