Over 2020 to 2025 (6 years of data), STMITEUR has tended to move long between 07.07 and 14.07, closing higher in 100.0% of those years for an average +4.70% move and an annualized Sharpe of 7.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 14.07 | Long | 100.0% | +4.70% | 7.41 | 5 |
| 07.07 → 12.07 | Long | 100.0% | +3.88% | 10.66 | 5 |
| 09.07 → 14.07 | Long | 100.0% | +3.49% | 8.04 | 5 |
| 09.07 → 13.07 | Long | 100.0% | +3.12% | 8.20 | 5 |
| 09.07 → 12.07 | Long | 100.0% | +2.71% | 8.60 | 5 |
| 07.07 → 10.07 | Long | 100.0% | +2.00% | 11.61 | 5 |
| 07.07 → 20.07 | Long | 80.0% | +4.96% | 3.63 | 5 |
| 07.07 → 21.07 | Long | 80.0% | +4.81% | 3.42 | 5 |