Over 2020 to 2025 (6 years of data), MBITEUR has tended to move long between 22.08 and 15.09, closing higher in 100.0% of those years for an average +2.84% move and an annualized Sharpe of 4.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 15.09 | Long | 100.0% | +2.84% | 4.55 | 5 |
| 21.08 → 15.09 | Long | 100.0% | +2.83% | 5.42 | 5 |
| 20.08 → 15.09 | Long | 100.0% | +2.75% | 5.57 | 5 |
| 22.08 → 16.09 | Long | 100.0% | +2.06% | 5.16 | 5 |
| 21.08 → 16.09 | Long | 100.0% | +2.05% | 5.02 | 5 |
| 20.08 → 16.09 | Long | 100.0% | +1.97% | 4.38 | 5 |
| 22.08 → 17.09 | Long | 100.0% | +1.91% | 5.53 | 5 |
| 22.08 → 14.09 | Long | 80.0% | +2.63% | 3.46 | 5 |