Over 2011 to 2025 (15 years of data), MUV2DEEUR has tended to move long between 08.07 and 28.07, closing higher in 80.0% of those years for an average +1.66% move and an annualized Sharpe of 2.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.07 | Long | 80.0% | +1.66% | 2.45 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +1.61% | 3.04 | 15 |
| 08.07 → 29.07 | Long | 80.0% | +1.48% | 1.90 | 15 |
| 08.07 → 26.07 | Long | 80.0% | +1.40% | 2.25 | 15 |
| 08.07 → 27.07 | Long | 80.0% | +1.39% | 1.90 | 15 |
| 08.07 → 15.07 | Long | 80.0% | +1.35% | 2.86 | 15 |
| 08.07 → 25.07 | Long | 80.0% | +1.08% | 1.73 | 15 |
| 11.07 → 15.07 | Long | 80.0% | +1.01% | 6.53 | 15 |