Over 2011 to 2025 (15 years of data), SOLBBEEUR has tended to move long between 12.07 and 23.07, closing higher in 93.3% of those years for an average +2.98% move and an annualized Sharpe of 5.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 23.07 | Long | 93.3% | +2.98% | 5.77 | 15 |
| 11.07 → 23.07 | Long | 93.3% | +2.96% | 5.40 | 15 |
| 12.07 → 21.07 | Long | 93.3% | +2.33% | 5.49 | 15 |
| 12.07 → 24.07 | Long | 86.7% | +3.07% | 5.02 | 15 |
| 11.07 → 24.07 | Long | 86.7% | +3.04% | 4.83 | 15 |
| 15.07 → 24.07 | Long | 86.7% | +2.67% | 5.12 | 15 |
| 15.07 → 23.07 | Long | 86.7% | +2.58% | 5.79 | 15 |
| 11.07 → 21.07 | Long | 86.7% | +2.31% | 4.52 | 15 |