Over 2020 to 2025 (6 years of data), LYXBNKFREUR has tended to move long between 08.07 and 24.08, closing higher in 100.0% of those years for an average +4.35% move and an annualized Sharpe of 2.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 24.08 | Long | 100.0% | +4.35% | 2.38 | 5 |
| 08.07 → 23.08 | Long | 100.0% | +4.20% | 2.20 | 5 |
| 10.07 → 24.08 | Long | 100.0% | +4.16% | 3.03 | 5 |
| 07.07 → 30.07 | Long | 100.0% | +4.07% | 6.07 | 5 |
| 10.07 → 23.08 | Long | 100.0% | +4.01% | 2.63 | 5 |
| 07.07 → 02.09 | Long | 100.0% | +3.95% | 3.75 | 5 |
| 07.07 → 01.09 | Long | 100.0% | +3.94% | 3.91 | 5 |
| 10.07 → 19.08 | Long | 100.0% | +3.94% | 2.75 | 5 |