Over 2020 to 2025 (6 years of data), MBITEUR has tended to move long between 08.07 and 16.08, closing higher in 100.0% of those years for an average +6.31% move and an annualized Sharpe of 4.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 16.08 | Long | 100.0% | +6.31% | 4.03 | 5 |
| 08.07 → 17.08 | Long | 100.0% | +6.28% | 3.96 | 5 |
| 07.07 → 16.08 | Long | 100.0% | +6.14% | 3.76 | 5 |
| 11.07 → 16.08 | Long | 100.0% | +6.11% | 3.09 | 5 |
| 07.07 → 17.08 | Long | 100.0% | +6.10% | 3.73 | 5 |
| 10.07 → 16.08 | Long | 100.0% | +6.10% | 3.60 | 5 |
| 11.07 → 17.08 | Long | 100.0% | +6.08% | 3.07 | 5 |
| 10.07 → 17.08 | Long | 100.0% | +6.07% | 3.57 | 5 |