Over 2011 to 2025 (15 years of data), RNOFREUR has tended to move short between 13.07 and 01.09, closing higher in 80.0% of those years for an average +6.06% move and an annualized Sharpe of 0.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 01.09 | Short | 80.0% | +6.06% | 0.98 | 15 |
| 07.07 → 01.09 | Short | 80.0% | +5.50% | 0.82 | 15 |
| 13.07 → 23.08 | Short | 80.0% | +5.41% | 0.98 | 15 |
| 07.07 → 02.09 | Short | 80.0% | +5.35% | 0.79 | 15 |
| 13.07 → 22.08 | Short | 80.0% | +5.14% | 0.95 | 15 |
| 08.07 → 02.09 | Short | 80.0% | +5.09% | 0.82 | 15 |
| 13.07 → 21.08 | Short | 80.0% | +4.93% | 0.92 | 15 |
| 13.07 → 26.08 | Short | 80.0% | +4.90% | 0.95 | 15 |