Over 2011 to 2025 (15 years of data), NES1VFIEUR has tended to move long between 11.07 and 20.07, closing higher in 93.3% of those years for an average +2.33% move and an annualized Sharpe of 3.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 20.07 | Long | 93.3% | +2.33% | 3.06 | 15 |
| 10.07 → 24.07 | Long | 86.7% | +4.07% | 2.63 | 15 |
| 10.07 → 19.07 | Long | 86.7% | +2.53% | 4.01 | 15 |
| 11.07 → 21.07 | Long | 86.7% | +2.38% | 2.84 | 15 |
| 11.07 → 19.07 | Long | 86.7% | +2.32% | 3.55 | 15 |
| 13.07 → 20.07 | Long | 86.7% | +1.74% | 4.54 | 15 |
| 08.07 → 03.09 | Long | 80.0% | +9.75% | 1.27 | 15 |
| 08.07 → 02.09 | Long | 80.0% | +9.70% | 1.27 | 15 |