Over 2020 to 2025 (6 years of data), LVCFREUR has tended to move long between 17.07 and 23.07, closing higher in 100.0% of those years for an average +3.63% move and an annualized Sharpe of 12.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 23.07 | Long | 100.0% | +3.63% | 12.32 | 5 |
| 22.07 → 20.09 | Short | 100.0% | +2.81% | 2.49 | 5 |
| 17.07 → 21.07 | Long | 100.0% | +2.49% | 17.19 | 5 |
| 20.07 → 23.07 | Long | 100.0% | +2.44% | 8.61 | 5 |
| 17.07 → 14.08 | Long | 80.0% | +5.54% | 1.85 | 5 |
| 17.07 → 13.08 | Long | 80.0% | +5.44% | 1.69 | 5 |
| 17.07 → 31.07 | Long | 80.0% | +5.40% | 4.39 | 5 |
| 17.07 → 30.07 | Long | 80.0% | +5.20% | 4.51 | 5 |