Over 2011 to 2025 (15 years of data), PUBFREUR has tended to move short between 27.07 and 20.08, closing higher in 86.7% of those years for an average +4.03% move and an annualized Sharpe of 2.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 20.08 | Short | 86.7% | +4.03% | 2.88 | 15 |
| 27.07 → 21.08 | Short | 86.7% | +3.76% | 2.54 | 15 |
| 27.07 → 22.08 | Short | 86.7% | +3.62% | 2.27 | 15 |
| 26.07 → 20.08 | Short | 86.7% | +3.03% | 1.89 | 15 |
| 26.07 → 21.08 | Short | 86.7% | +2.75% | 1.58 | 15 |
| 26.07 → 22.08 | Short | 86.7% | +2.62% | 1.46 | 15 |
| 27.07 → 23.08 | Short | 80.0% | +3.65% | 2.21 | 15 |
| 23.07 → 20.08 | Short | 80.0% | +3.61% | 1.93 | 15 |