Over 2011 to 2025 (15 years of data), NRE1VFIEUR has tended to move long between 08.07 and 22.07, closing higher in 80.0% of those years for an average +4.02% move and an annualized Sharpe of 2.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 22.07 | Long | 80.0% | +4.02% | 2.63 | 15 |
| 07.07 → 22.07 | Long | 80.0% | +3.66% | 2.05 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +3.63% | 2.82 | 15 |
| 10.07 → 16.07 | Long | 80.0% | +1.54% | 6.03 | 15 |
| 10.07 → 15.07 | Long | 80.0% | +1.50% | 5.98 | 15 |
| 11.07 → 16.07 | Long | 80.0% | +1.32% | 5.46 | 15 |
| 11.07 → 15.07 | Long | 80.0% | +1.27% | 5.83 | 15 |
| 08.07 → 28.07 | Long | 73.3% | +4.23% | 1.84 | 15 |