Over 2011 to 2025 (15 years of data), SOLBBEEUR has tended to move long between 24.08 and 19.09, closing higher in 73.3% of those years for an average +0.97% move and an annualized Sharpe of 0.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 19.09 | Long | 73.3% | +0.97% | 0.48 | 15 |
| 27.08 → 21.09 | Long | 73.3% | +0.97% | 0.52 | 15 |
| 27.08 → 19.09 | Long | 73.3% | +0.93% | 0.47 | 15 |
| 27.08 → 20.09 | Long | 73.3% | +0.85% | 0.43 | 15 |
| 28.08 → 21.09 | Long | 73.3% | +0.76% | 0.41 | 15 |
| 28.08 → 19.09 | Long | 73.3% | +0.72% | 0.37 | 15 |
| 28.08 → 20.09 | Long | 73.3% | +0.64% | 0.33 | 15 |
| 23.08 → 21.09 | Long | 73.3% | +0.59% | 0.30 | 15 |