Over 2020 to 2025 (6 years of data), GITEUR has tended to move long between 13.07 and 11.09, closing higher in 100.0% of those years for an average +4.44% move and an annualized Sharpe of 6.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 100.0% | +4.44% | 6.15 | 5 |
| 13.07 → 08.09 | Long | 100.0% | +3.69% | 3.20 | 5 |
| 13.07 → 10.09 | Long | 100.0% | +3.67% | 3.37 | 5 |
| 13.07 → 09.09 | Long | 100.0% | +3.63% | 2.78 | 5 |
| 13.07 → 03.09 | Long | 100.0% | +3.45% | 2.81 | 5 |
| 13.07 → 01.09 | Long | 100.0% | +3.29% | 3.28 | 5 |
| 13.07 → 02.09 | Long | 100.0% | +3.15% | 3.32 | 5 |
| 08.07 → 03.09 | Long | 80.0% | +3.75% | 2.12 | 5 |