Over 2020 to 2025 (6 years of data), MSITEUR has tended to move short between 23.07 and 26.07, closing higher in 100.0% of those years for an average +2.39% move and an annualized Sharpe of 12.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 26.07 | Short | 100.0% | +2.39% | 12.87 | 5 |
| 22.07 → 26.07 | Short | 100.0% | +2.03% | 9.32 | 5 |
| 23.07 → 18.09 | Short | 80.0% | +6.53% | 0.86 | 5 |
| 22.07 → 18.09 | Short | 80.0% | +6.28% | 0.84 | 5 |
| 23.07 → 17.09 | Short | 80.0% | +6.23% | 0.76 | 5 |
| 24.07 → 18.09 | Short | 80.0% | +6.11% | 0.83 | 5 |
| 22.07 → 17.09 | Short | 80.0% | +5.97% | 0.74 | 5 |
| 23.07 → 21.09 | Short | 80.0% | +5.92% | 0.70 | 5 |