Over 2022 to 2025 (4 years of data), MTXDEEUR has tended to move long between 07.07 and 14.07, closing higher in 100.0% of those years for an average +2.36% move and an annualized Sharpe of 4.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 14.07 | Long | 100.0% | +2.36% | 4.47 | 4 |
| 07.07 → 12.07 | Long | 100.0% | +2.19% | 8.54 | 4 |
| 07.07 → 13.07 | Long | 100.0% | +1.70% | 8.04 | 4 |
| 13.07 → 11.09 | Short | 75.0% | +6.04% | 1.03 | 4 |
| 13.07 → 10.09 | Short | 75.0% | +5.07% | 1.10 | 4 |
| 12.07 → 10.09 | Short | 75.0% | +4.53% | 0.87 | 4 |
| 07.07 → 15.08 | Long | 75.0% | +4.30% | 1.20 | 4 |
| 07.07 → 14.08 | Long | 75.0% | +4.09% | 1.22 | 4 |