Over 2020 to 2025 (6 years of data), RY4CIEEUR has tended to move short between 16.08 and 20.08, closing higher in 100.0% of those years for an average +2.72% move and an annualized Sharpe of 10.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 20.08 | Short | 100.0% | +2.72% | 10.00 | 5 |
| 16.08 → 21.08 | Short | 100.0% | +2.55% | 7.95 | 5 |
| 16.08 → 22.08 | Short | 100.0% | +1.75% | 4.45 | 5 |
| 15.08 → 18.08 | Long | 100.0% | +0.80% | 11.69 | 5 |
| 12.08 → 30.09 | Short | 80.0% | +2.57% | 0.67 | 5 |
| 16.08 → 08.09 | Short | 80.0% | +2.52% | 1.58 | 5 |
| 16.08 → 19.08 | Short | 80.0% | +1.96% | 7.16 | 5 |
| 16.08 → 07.09 | Short | 80.0% | +1.93% | 1.28 | 5 |