Over 2011 to 2025 (15 years of data), ITXESEUR has tended to move long between 23.07 and 21.09, closing higher in 73.3% of those years for an average +4.91% move and an annualized Sharpe of 1.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 21.09 | Long | 73.3% | +4.91% | 1.10 | 15 |
| 25.07 → 21.09 | Long | 73.3% | +4.91% | 1.13 | 15 |
| 24.07 → 21.09 | Long | 73.3% | +4.49% | 1.08 | 15 |
| 28.07 → 21.09 | Long | 73.3% | +4.31% | 1.22 | 15 |
| 28.07 → 02.08 | Short | 73.3% | +1.30% | 3.18 | 15 |
| 24.07 → 03.08 | Short | 73.3% | +1.28% | 1.80 | 15 |
| 26.07 → 03.08 | Short | 73.3% | +1.17% | 1.82 | 15 |
| 25.07 → 03.08 | Short | 73.3% | +0.90% | 1.19 | 15 |