Over 2020 to 2025 (6 years of data), LYXBNKFREUR has tended to move long between 28.08 and 18.10, closing higher in 100.0% of those years for an average +3.19% move and an annualized Sharpe of 2.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 18.10 | Long | 100.0% | +3.19% | 2.30 | 6 |
| 28.08 → 19.10 | Long | 100.0% | +2.90% | 1.97 | 6 |
| 27.08 → 13.09 | Long | 100.0% | +2.18% | 3.21 | 5 |
| 23.08 → 15.09 | Long | 100.0% | +1.89% | 2.81 | 5 |
| 22.08 → 15.09 | Long | 100.0% | +1.80% | 3.51 | 5 |
| 25.08 → 15.09 | Long | 100.0% | +1.67% | 2.86 | 5 |
| 23.08 → 14.09 | Long | 100.0% | +1.59% | 3.46 | 5 |
| 22.08 → 14.09 | Long | 100.0% | +1.51% | 4.71 | 5 |