Over 2014 to 2025 (12 years of data), OUT1VFIEUR has tended to move long between 11.07 and 14.07, closing higher in 83.3% of those years for an average +2.12% move and an annualized Sharpe of 5.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 83.3% | +2.12% | 5.96 | 12 |
| 10.07 → 13.07 | Long | 75.0% | +1.93% | 4.00 | 12 |
| 10.07 → 14.07 | Long | 75.0% | +1.75% | 3.55 | 12 |
| 10.07 → 15.07 | Long | 75.0% | +1.62% | 2.98 | 12 |
| 09.07 → 31.08 | Short | 75.0% | +1.45% | 0.29 | 12 |
| 08.07 → 31.08 | Short | 75.0% | +1.03% | 0.19 | 12 |
| 07.07 → 31.08 | Short | 75.0% | +0.67% | 0.12 | 12 |
| 09.07 → 16.07 | Short | 75.0% | +0.07% | 0.11 | 12 |