Over 2011 to 2025 (15 years of data), PUBFREUR has tended to move long between 11.07 and 14.07, closing higher in 86.7% of those years for an average +1.18% move and an annualized Sharpe of 8.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 86.7% | +1.18% | 8.66 | 15 |
| 11.07 → 15.07 | Long | 80.0% | +1.48% | 7.11 | 15 |
| 13.07 → 22.08 | Short | 73.3% | +2.52% | 0.76 | 15 |
| 13.07 → 19.08 | Short | 73.3% | +2.37% | 0.69 | 15 |
| 13.07 → 21.08 | Short | 73.3% | +2.32% | 0.68 | 15 |
| 13.07 → 20.08 | Short | 73.3% | +2.30% | 0.66 | 15 |
| 11.07 → 20.07 | Long | 73.3% | +1.28% | 1.16 | 15 |
| 11.07 → 16.07 | Long | 73.3% | +1.15% | 3.15 | 15 |