Over 2011 to 2025 (15 years of data), MUV2DEEUR has tended to move long between 26.07 and 29.07, closing higher in 80.0% of those years for an average +0.67% move and an annualized Sharpe of 3.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 29.07 | Long | 80.0% | +0.67% | 3.26 | 15 |
| 25.07 → 29.07 | Long | 73.3% | +0.88% | 3.30 | 15 |
| 24.07 → 29.07 | Long | 73.3% | +0.69% | 2.92 | 15 |
| 25.07 → 05.08 | Long | 73.3% | +0.03% | 0.03 | 15 |
| 26.07 → 05.08 | Long | 73.3% | -0.19% | -0.21 | 15 |
| 24.07 → 27.07 | Long | 66.7% | +0.50% | 2.91 | 15 |
| 25.07 → 31.07 | Long | 66.7% | +0.24% | 0.56 | 15 |
| 24.07 → 05.08 | Long | 66.7% | -0.16% | -0.16 | 15 |