Over 1987 to 2025 (39 years of data), FRAIDXEUR has tended to move long between 09.07 and 14.07, closing higher in 71.0% of those years for an average +0.11% move and an annualized Sharpe of 0.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 14.07 | Long | 71.0% | +0.11% | 0.27 | 38 |
| 10.07 → 28.07 | Long | 65.8% | +0.77% | 0.68 | 38 |
| 10.07 → 27.07 | Long | 65.8% | +0.59% | 0.54 | 38 |
| 10.07 → 14.07 | Long | 65.8% | +0.46% | 1.45 | 38 |
| 10.07 → 15.07 | Long | 65.8% | +0.42% | 1.06 | 38 |
| 10.07 → 26.07 | Long | 65.8% | +0.37% | 0.35 | 38 |
| 10.07 → 22.07 | Long | 65.8% | +0.33% | 0.36 | 38 |
| 10.07 → 13.07 | Long | 63.2% | +0.44% | 2.00 | 38 |