Over 2020 to 2025 (6 years of data), LYXBNKFREUR has tended to move short between 17.08 and 20.08, closing higher in 100.0% of those years for an average +1.89% move and an annualized Sharpe of 8.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 20.08 | Short | 100.0% | +1.89% | 8.42 | 5 |
| 16.08 → 20.08 | Short | 100.0% | +1.80% | 7.33 | 5 |
| 17.08 → 10.09 | Short | 100.0% | +1.11% | 6.19 | 5 |
| 18.08 → 13.09 | Long | 100.0% | +0.70% | 4.30 | 5 |
| 17.08 → 11.09 | Short | 100.0% | +0.66% | 5.30 | 5 |
| 12.08 → 11.10 | Long | 83.3% | +1.39% | 0.49 | 6 |
| 12.08 → 10.10 | Long | 83.3% | +1.34% | 0.52 | 6 |
| 15.08 → 24.09 | Short | 83.3% | +1.22% | 0.74 | 6 |