Over 2020 to 2025 (6 years of data), LVCFREUR has tended to move long between 10.07 and 23.08, closing higher in 100.0% of those years for an average +4.57% move and an annualized Sharpe of 1.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 23.08 | Long | 100.0% | +4.57% | 1.85 | 5 |
| 11.07 → 22.07 | Long | 100.0% | +3.18% | 4.92 | 5 |
| 07.07 → 12.07 | Long | 100.0% | +2.82% | 8.02 | 5 |
| 07.07 → 14.07 | Long | 100.0% | +2.44% | 5.71 | 5 |
| 08.07 → 14.07 | Long | 100.0% | +2.33% | 5.52 | 5 |
| 07.07 → 15.08 | Long | 80.0% | +6.66% | 1.84 | 5 |
| 08.07 → 15.08 | Long | 80.0% | +6.50% | 1.91 | 5 |
| 07.07 → 14.08 | Long | 80.0% | +6.41% | 1.67 | 5 |