Over 2011 to 2025 (15 years of data), LRFREUR has tended to move long between 25.07 and 13.08, closing higher in 73.3% of those years for an average +1.11% move and an annualized Sharpe of 1.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 13.08 | Long | 73.3% | +1.11% | 1.02 | 15 |
| 22.07 → 25.07 | Long | 73.3% | -0.10% | -0.63 | 15 |
| 22.07 → 12.09 | Long | 66.7% | +1.63% | 0.65 | 15 |
| 27.07 → 07.09 | Long | 66.7% | +1.52% | 0.87 | 15 |
| 22.07 → 13.09 | Long | 66.7% | +1.51% | 0.56 | 15 |
| 22.07 → 14.09 | Long | 66.7% | +1.50% | 0.53 | 15 |
| 22.07 → 16.08 | Long | 66.7% | +1.49% | 1.29 | 15 |
| 24.07 → 16.08 | Long | 66.7% | +1.44% | 1.12 | 15 |