Over 2022 to 2025 (4 years of data), MLFREUR has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +4.86% move and an annualized Sharpe of 3.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +4.86% | 3.40 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +4.48% | 5.33 | 4 |
| 11.07 → 20.07 | Long | 100.0% | +4.27% | 5.76 | 4 |
| 11.07 → 19.07 | Long | 100.0% | +3.99% | 5.91 | 4 |
| 11.07 → 18.07 | Long | 100.0% | +3.81% | 6.24 | 4 |
| 11.07 → 15.08 | Long | 100.0% | +3.62% | 3.03 | 4 |
| 11.07 → 17.07 | Long | 100.0% | +2.91% | 6.96 | 4 |
| 11.07 → 19.08 | Long | 100.0% | +2.67% | 2.51 | 4 |