Over 2011 to 2025 (15 years of data), OTE1VFIEUR has tended to move short between 11.07 and 31.08, closing higher in 86.7% of those years for an average +3.23% move and an annualized Sharpe of 0.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 31.08 | Short | 86.7% | +3.23% | 0.69 | 15 |
| 13.07 → 30.08 | Short | 86.7% | +3.02% | 0.52 | 15 |
| 11.07 → 30.08 | Short | 86.7% | +2.68% | 0.56 | 15 |
| 12.07 → 31.08 | Short | 80.0% | +3.67% | 0.75 | 15 |
| 12.07 → 20.08 | Short | 80.0% | +3.62% | 0.67 | 15 |
| 09.07 → 31.08 | Short | 80.0% | +3.57% | 0.71 | 15 |
| 13.07 → 31.08 | Short | 80.0% | +3.57% | 0.63 | 15 |
| 09.07 → 20.08 | Short | 80.0% | +3.55% | 0.66 | 15 |