Over 2011 to 2025 (15 years of data), LXSDEEUR has tended to move long between 12.07 and 18.07, closing higher in 93.3% of those years for an average +2.49% move and an annualized Sharpe of 4.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 18.07 | Long | 93.3% | +2.49% | 4.00 | 15 |
| 11.07 → 22.07 | Long | 86.7% | +3.24% | 3.99 | 15 |
| 10.07 → 19.07 | Long | 86.7% | +3.04% | 3.95 | 15 |
| 12.07 → 22.07 | Long | 86.7% | +2.82% | 4.26 | 15 |
| 12.07 → 19.07 | Long | 86.7% | +2.63% | 3.81 | 15 |
| 10.07 → 24.07 | Long | 86.7% | +2.49% | 2.87 | 15 |
| 10.07 → 17.07 | Long | 86.7% | +2.48% | 3.79 | 15 |
| 07.07 → 19.07 | Long | 80.0% | +3.59% | 3.84 | 15 |