Over 2011 to 2025 (15 years of data), LXSDEEUR has tended to move short between 27.07 and 20.08, closing higher in 80.0% of those years for an average +3.98% move and an annualized Sharpe of 1.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 20.08 | Short | 80.0% | +3.98% | 1.35 | 15 |
| 28.07 → 20.08 | Short | 80.0% | +3.98% | 1.57 | 15 |
| 25.07 → 20.08 | Short | 80.0% | +3.76% | 1.13 | 15 |
| 28.07 → 21.08 | Short | 80.0% | +3.55% | 1.33 | 15 |
| 27.07 → 21.08 | Short | 80.0% | +3.54% | 1.14 | 15 |
| 25.07 → 21.08 | Short | 80.0% | +3.32% | 0.96 | 15 |
| 28.07 → 19.08 | Short | 80.0% | +3.09% | 1.24 | 15 |
| 25.07 → 19.08 | Short | 80.0% | +2.87% | 0.89 | 15 |