Over 2011 to 2025 (15 years of data), RNOFREUR has tended to move short between 24.07 and 03.09, closing higher in 86.7% of those years for an average +7.04% move and an annualized Sharpe of 1.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 03.09 | Short | 86.7% | +7.04% | 1.62 | 15 |
| 28.07 → 02.09 | Short | 86.7% | +6.81% | 1.99 | 15 |
| 25.07 → 03.09 | Short | 86.7% | +6.68% | 1.56 | 15 |
| 28.07 → 01.09 | Short | 86.7% | +6.67% | 2.21 | 15 |
| 27.07 → 02.09 | Short | 86.7% | +6.64% | 1.76 | 15 |
| 27.07 → 01.09 | Short | 86.7% | +6.51% | 1.93 | 15 |
| 24.07 → 02.09 | Short | 86.7% | +6.47% | 1.46 | 15 |
| 28.07 → 20.08 | Short | 86.7% | +6.23% | 2.37 | 15 |