Over 2011 to 2025 (15 years of data), NRE1VFIEUR has tended to move long between 21.08 and 07.09, closing higher in 80.0% of those years for an average +0.98% move and an annualized Sharpe of 1.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 07.09 | Long | 80.0% | +0.98% | 1.33 | 15 |
| 18.08 → 01.09 | Short | 73.3% | +1.96% | 2.22 | 15 |
| 19.08 → 16.09 | Long | 73.3% | +1.93% | 1.32 | 15 |
| 18.08 → 30.08 | Short | 73.3% | +1.74% | 2.22 | 15 |
| 17.08 → 24.08 | Short | 73.3% | +1.71% | 1.86 | 15 |
| 18.08 → 29.08 | Short | 73.3% | +1.64% | 2.25 | 15 |
| 17.08 → 25.08 | Short | 73.3% | +1.63% | 1.73 | 15 |
| 18.08 → 31.08 | Short | 73.3% | +1.56% | 2.06 | 15 |