Over 2011 to 2025 (15 years of data), ITXESEUR has tended to move long between 07.07 and 21.08, closing higher in 73.3% of those years for an average +1.24% move and an annualized Sharpe of 0.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 21.08 | Long | 73.3% | +1.24% | 0.54 | 15 |
| 13.07 → 02.08 | Short | 73.3% | +1.15% | 1.03 | 15 |
| 09.07 → 21.08 | Long | 73.3% | +0.96% | 0.43 | 15 |
| 11.07 → 28.07 | Long | 73.3% | +0.96% | 1.51 | 15 |
| 13.07 → 03.08 | Short | 73.3% | +0.86% | 0.64 | 15 |
| 11.07 → 29.07 | Long | 73.3% | +0.70% | 1.00 | 15 |
| 12.07 → 15.07 | Long | 73.3% | +0.13% | 0.58 | 15 |
| 08.07 → 21.08 | Long | 66.7% | +1.30% | 0.58 | 15 |