Over 2011 to 2025 (15 years of data), FRFREUR has tended to move long between 11.07 and 18.07, closing higher in 86.7% of those years for an average +2.59% move and an annualized Sharpe of 3.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 18.07 | Long | 86.7% | +2.59% | 3.53 | 15 |
| 11.07 → 19.07 | Long | 80.0% | +2.66% | 3.32 | 15 |
| 10.07 → 18.07 | Long | 80.0% | +2.52% | 3.30 | 15 |
| 08.07 → 18.07 | Long | 80.0% | +2.30% | 2.81 | 15 |
| 11.07 → 23.07 | Long | 73.3% | +3.10% | 2.04 | 15 |
| 10.07 → 19.07 | Long | 73.3% | +2.58% | 3.25 | 15 |
| 11.07 → 20.07 | Long | 73.3% | +2.46% | 2.97 | 15 |
| 08.07 → 19.07 | Long | 73.3% | +2.36% | 2.95 | 15 |