Over 2020 to 2025 (6 years of data), RY4CIEEUR has tended to move short between 11.07 and 04.09, closing higher in 80.0% of those years for an average +2.99% move and an annualized Sharpe of 1.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 04.09 | Short | 80.0% | +2.99% | 1.47 | 5 |
| 11.07 → 18.07 | Short | 80.0% | +2.93% | 3.56 | 5 |
| 11.07 → 07.09 | Short | 80.0% | +2.76% | 1.09 | 5 |
| 11.07 → 09.09 | Short | 80.0% | +2.74% | 0.96 | 5 |
| 12.07 → 04.09 | Short | 80.0% | +2.59% | 1.50 | 5 |
| 12.07 → 18.07 | Short | 80.0% | +2.53% | 3.73 | 5 |
| 12.07 → 07.09 | Short | 80.0% | +2.38% | 1.12 | 5 |
| 09.07 → 04.09 | Short | 80.0% | +2.37% | 1.76 | 5 |