Over 1987 to 2025 (39 years of data), FRAIDXEUR has tended to move long between 22.07 and 29.07, closing higher in 73.7% of those years for an average +0.87% move and an annualized Sharpe of 1.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 29.07 | Long | 73.7% | +0.87% | 1.97 | 38 |
| 22.07 → 27.07 | Long | 71.0% | +0.56% | 1.73 | 38 |
| 23.07 → 08.08 | Long | 71.0% | +0.37% | 0.29 | 38 |
| 23.07 → 31.07 | Long | 68.4% | +1.00% | 1.92 | 38 |
| 22.07 → 30.07 | Long | 68.4% | +0.96% | 1.83 | 38 |
| 23.07 → 30.07 | Long | 68.4% | +0.83% | 1.88 | 38 |
| 22.07 → 08.08 | Long | 68.4% | +0.51% | 0.36 | 38 |
| 24.07 → 08.08 | Long | 68.4% | +0.47% | 0.36 | 38 |