Over 2011 to 2025 (15 years of data), FREDEEUR has tended to move long between 10.07 and 17.07, closing higher in 80.0% of those years for an average +1.13% move and an annualized Sharpe of 2.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 17.07 | Long | 80.0% | +1.13% | 2.11 | 15 |
| 11.07 → 26.07 | Long | 73.3% | +1.85% | 1.54 | 15 |
| 10.07 → 28.07 | Long | 73.3% | +1.81% | 1.07 | 15 |
| 11.07 → 22.07 | Long | 73.3% | +1.67% | 1.95 | 15 |
| 11.07 → 28.07 | Long | 73.3% | +1.62% | 1.06 | 15 |
| 09.07 → 15.07 | Long | 73.3% | +1.51% | 3.46 | 15 |
| 13.07 → 22.07 | Long | 73.3% | +1.39% | 2.43 | 15 |
| 10.07 → 15.07 | Long | 73.3% | +1.38% | 4.13 | 15 |