Over 2011 to 2025 (15 years of data), FRFREUR has tended to move short between 24.07 and 03.09, closing higher in 73.3% of those years for an average +4.89% move and an annualized Sharpe of 0.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 03.09 | Short | 73.3% | +4.89% | 0.98 | 15 |
| 25.07 → 03.09 | Short | 73.3% | +4.61% | 0.88 | 15 |
| 24.07 → 04.09 | Short | 73.3% | +4.23% | 0.79 | 15 |
| 28.07 → 28.08 | Short | 73.3% | +4.08% | 1.31 | 15 |
| 28.07 → 29.08 | Short | 73.3% | +3.98% | 1.25 | 15 |
| 24.07 → 03.08 | Short | 73.3% | +3.97% | 2.70 | 15 |
| 25.07 → 04.09 | Short | 73.3% | +3.97% | 0.71 | 15 |
| 28.07 → 30.08 | Short | 73.3% | +3.97% | 1.33 | 15 |