Over 2011 to 2025 (15 years of data), MTNLEUR has tended to move long between 10.07 and 20.07, closing higher in 86.7% of those years for an average +3.01% move and an annualized Sharpe of 3.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 20.07 | Long | 86.7% | +3.01% | 3.80 | 15 |
| 10.07 → 13.07 | Long | 86.7% | +2.80% | 5.98 | 15 |
| 10.07 → 28.07 | Long | 80.0% | +5.34% | 2.78 | 15 |
| 10.07 → 27.07 | Long | 80.0% | +4.81% | 2.74 | 15 |
| 10.07 → 26.07 | Long | 80.0% | +4.23% | 2.54 | 15 |
| 10.07 → 22.07 | Long | 80.0% | +3.61% | 3.39 | 15 |
| 07.07 → 21.07 | Long | 80.0% | +3.51% | 2.43 | 15 |
| 10.07 → 21.07 | Long | 80.0% | +3.20% | 3.35 | 15 |