Over 2011 to 2025 (15 years of data), LRFREUR has tended to move long between 10.07 and 02.09, closing higher in 86.7% of those years for an average +3.62% move and an annualized Sharpe of 1.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 02.09 | Long | 86.7% | +3.62% | 1.37 | 15 |
| 11.07 → 30.08 | Long | 86.7% | +3.57% | 1.54 | 15 |
| 11.07 → 02.09 | Long | 86.7% | +3.55% | 1.48 | 15 |
| 11.07 → 29.07 | Long | 86.7% | +3.48% | 3.16 | 15 |
| 11.07 → 22.07 | Long | 86.7% | +2.85% | 4.22 | 15 |
| 11.07 → 21.07 | Long | 86.7% | +2.59% | 4.30 | 15 |
| 11.07 → 16.07 | Long | 86.7% | +1.80% | 7.09 | 15 |
| 10.07 → 14.07 | Long | 86.7% | +1.04% | 4.13 | 15 |