Over 2020 to 2025 (6 years of data), MSITEUR has tended to move short between 12.07 and 25.07, closing higher in 100.0% of those years for an average +7.97% move and an annualized Sharpe of 6.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 25.07 | Short | 100.0% | +7.97% | 6.29 | 5 |
| 12.07 → 26.07 | Short | 100.0% | +7.77% | 6.18 | 5 |
| 12.07 → 27.07 | Short | 100.0% | +7.46% | 6.19 | 5 |
| 13.07 → 25.07 | Short | 100.0% | +7.35% | 5.45 | 5 |
| 13.07 → 26.07 | Short | 100.0% | +7.16% | 5.33 | 5 |
| 12.07 → 23.07 | Short | 100.0% | +6.90% | 5.67 | 5 |
| 11.07 → 25.07 | Short | 100.0% | +6.86% | 5.86 | 5 |
| 13.07 → 27.07 | Short | 100.0% | +6.84% | 5.19 | 5 |