Over 2017 to 2025 (9 years of data), NLDIDXEUR has tended to move long between 08.07 and 14.07, closing higher in 100.0% of those years for an average +1.10% move and an annualized Sharpe of 8.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 14.07 | Long | 100.0% | +1.10% | 8.08 | 8 |
| 11.07 → 14.07 | Long | 100.0% | +0.79% | 11.44 | 8 |
| 10.07 → 14.07 | Long | 87.5% | +1.04% | 10.10 | 8 |
| 12.07 → 03.09 | Short | 87.5% | +1.00% | 0.67 | 8 |
| 07.07 → 14.07 | Long | 87.5% | +0.91% | 5.93 | 8 |
| 08.07 → 16.07 | Long | 87.5% | +0.85% | 5.33 | 8 |
| 09.07 → 14.07 | Long | 87.5% | +0.83% | 5.73 | 8 |
| 10.07 → 16.07 | Long | 87.5% | +0.80% | 4.81 | 8 |