Over 2022 to 2025 (4 years of data), SWFREUR has tended to move long between 17.07 and 19.08, closing higher in 100.0% of those years for an average +7.40% move and an annualized Sharpe of 4.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 19.08 | Long | 100.0% | +7.40% | 4.68 | 4 |
| 17.07 → 25.08 | Long | 100.0% | +6.94% | 4.21 | 4 |
| 19.07 → 19.08 | Long | 100.0% | +6.93% | 5.46 | 4 |
| 17.07 → 22.08 | Long | 100.0% | +6.82% | 4.04 | 4 |
| 18.07 → 19.08 | Long | 100.0% | +6.82% | 5.14 | 4 |
| 17.07 → 24.08 | Long | 100.0% | +6.75% | 3.93 | 4 |
| 17.07 → 20.08 | Long | 100.0% | +6.60% | 4.62 | 4 |
| 17.07 → 23.08 | Long | 100.0% | +6.59% | 3.90 | 4 |