Over 2020 to 2025 (6 years of data), STMITEUR has tended to move short between 08.09 and 31.10, closing higher in 80.0% of those years for an average +5.57% move and an annualized Sharpe of 1.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 31.10 | Short | 80.0% | +5.57% | 1.54 | 5 |
| 10.09 → 31.10 | Short | 80.0% | +5.49% | 1.47 | 5 |
| 08.09 → 01.11 | Short | 80.0% | +5.47% | 1.54 | 5 |
| 10.09 → 01.11 | Short | 80.0% | +5.40% | 1.46 | 5 |
| 12.09 → 31.10 | Short | 80.0% | +5.27% | 1.52 | 5 |
| 11.09 → 31.10 | Short | 80.0% | +5.21% | 1.46 | 5 |
| 12.09 → 01.11 | Short | 80.0% | +5.17% | 1.51 | 5 |
| 08.09 → 02.11 | Short | 80.0% | +5.15% | 1.42 | 5 |