Over 2022 to 2025 (4 years of data), MLFREUR has tended to move short between 21.08 and 20.10, closing higher in 100.0% of those years for an average +7.95% move and an annualized Sharpe of 2.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 20.10 | Short | 100.0% | +7.95% | 2.93 | 4 |
| 17.08 → 14.10 | Short | 75.0% | +8.28% | 1.85 | 4 |
| 17.08 → 15.10 | Short | 75.0% | +8.05% | 1.92 | 4 |
| 20.08 → 14.10 | Short | 75.0% | +7.74% | 1.86 | 4 |
| 20.08 → 19.10 | Short | 75.0% | +7.65% | 2.44 | 4 |
| 16.08 → 14.10 | Short | 75.0% | +7.64% | 1.72 | 4 |
| 15.08 → 14.10 | Short | 75.0% | +7.60% | 1.78 | 4 |
| 21.08 → 14.10 | Short | 75.0% | +7.59% | 1.85 | 4 |