Over 2011 to 2025 (15 years of data), SIEDEEUR has tended to move long between 11.07 and 22.07, closing higher in 86.7% of those years for an average +2.66% move and an annualized Sharpe of 3.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 22.07 | Long | 86.7% | +2.66% | 3.79 | 15 |
| 11.07 → 23.07 | Long | 86.7% | +2.52% | 3.57 | 15 |
| 10.07 → 23.07 | Long | 86.7% | +2.49% | 3.16 | 15 |
| 12.07 → 22.07 | Long | 86.7% | +1.95% | 2.80 | 15 |
| 12.07 → 23.07 | Long | 86.7% | +1.81% | 2.55 | 15 |
| 11.07 → 25.07 | Long | 86.7% | +1.72% | 2.46 | 15 |
| 11.07 → 16.07 | Long | 86.7% | +1.67% | 6.06 | 15 |
| 12.07 → 25.07 | Long | 86.7% | +1.01% | 1.48 | 15 |