Over 2011 to 2025 (15 years of data), NES1VFIEUR has tended to move long between 28.07 and 23.09, closing higher in 73.3% of those years for an average +5.00% move and an annualized Sharpe of 0.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 23.09 | Long | 73.3% | +5.00% | 0.57 | 15 |
| 28.07 → 02.09 | Long | 73.3% | +4.86% | 1.13 | 15 |
| 22.07 → 26.07 | Long | 73.3% | +2.28% | 4.37 | 15 |
| 28.07 → 15.08 | Long | 73.3% | +2.11% | 0.94 | 15 |
| 24.07 → 27.07 | Short | 73.3% | +0.57% | 0.90 | 15 |
| 25.07 → 23.09 | Long | 66.7% | +5.51% | 0.58 | 15 |
| 28.07 → 22.09 | Long | 66.7% | +4.93% | 0.58 | 15 |
| 28.07 → 03.09 | Long | 66.7% | +4.81% | 0.99 | 15 |