Over 2022 to 2025 (4 years of data), RMSFREUR has tended to move short between 16.08 and 25.09, closing higher in 100.0% of those years for an average +7.45% move and an annualized Sharpe of 3.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 25.09 | Short | 100.0% | +7.45% | 3.27 | 4 |
| 17.08 → 25.09 | Short | 100.0% | +7.41% | 3.19 | 4 |
| 15.08 → 24.09 | Short | 100.0% | +7.27% | 3.24 | 4 |
| 15.08 → 25.09 | Short | 100.0% | +7.14% | 3.11 | 4 |
| 14.08 → 24.09 | Short | 100.0% | +6.79% | 2.80 | 4 |
| 18.08 → 25.09 | Short | 100.0% | +6.79% | 3.02 | 4 |
| 14.08 → 25.09 | Short | 100.0% | +6.65% | 2.66 | 4 |
| 16.08 → 06.09 | Short | 100.0% | +5.94% | 5.37 | 4 |