Over 2020 to 2025 (6 years of data), INWITEUR has tended to move long between 09.07 and 12.07, closing higher in 100.0% of those years for an average +2.88% move and an annualized Sharpe of 11.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 12.07 | Long | 100.0% | +2.88% | 11.91 | 5 |
| 10.07 → 13.07 | Long | 100.0% | +2.86% | 12.67 | 5 |
| 09.07 → 13.07 | Long | 100.0% | +2.72% | 9.53 | 5 |
| 08.07 → 12.07 | Long | 100.0% | +2.69% | 12.59 | 5 |
| 10.07 → 15.07 | Long | 100.0% | +2.61% | 10.96 | 5 |
| 10.07 → 22.07 | Long | 100.0% | +2.58% | 6.06 | 5 |
| 10.07 → 21.07 | Long | 100.0% | +2.57% | 6.22 | 5 |
| 10.07 → 23.07 | Long | 100.0% | +2.55% | 5.64 | 5 |