Over 2020 to 2025 (6 years of data), GITEUR has tended to move long between 12.09 and 11.11, closing higher in 100.0% of those years for an average +4.98% move and an annualized Sharpe of 2.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 11.11 | Long | 100.0% | +4.98% | 2.11 | 5 |
| 13.09 → 12.11 | Long | 100.0% | +4.95% | 2.27 | 5 |
| 13.09 → 11.11 | Long | 100.0% | +4.67% | 2.31 | 5 |
| 09.09 → 14.09 | Long | 100.0% | +2.84% | 19.57 | 4 |
| 08.09 → 15.09 | Long | 100.0% | +2.58% | 11.20 | 5 |
| 08.09 → 14.09 | Long | 100.0% | +2.49% | 10.30 | 5 |
| 09.09 → 15.09 | Long | 100.0% | +2.36% | 12.80 | 5 |
| 11.09 → 15.09 | Long | 100.0% | +2.29% | 13.26 | 5 |