Over 2020 to 2025 (6 years of data), SPMITEUR has tended to move short between 11.07 and 06.09, closing higher in 100.0% of those years for an average +21.47% move and an annualized Sharpe of 1.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 06.09 | Short | 100.0% | +21.47% | 1.50 | 5 |
| 11.07 → 06.08 | Short | 100.0% | +21.16% | 2.35 | 5 |
| 11.07 → 07.08 | Short | 100.0% | +21.05% | 2.32 | 5 |
| 10.07 → 06.09 | Short | 100.0% | +20.99% | 1.40 | 5 |
| 10.07 → 06.08 | Short | 100.0% | +20.74% | 2.16 | 5 |
| 11.07 → 03.08 | Short | 100.0% | +20.71% | 2.44 | 5 |
| 11.07 → 05.08 | Short | 100.0% | +20.70% | 2.33 | 5 |
| 10.07 → 07.08 | Short | 100.0% | +20.63% | 2.13 | 5 |