Over 2022 to 2025 (4 years of data), SWFREUR has tended to move long between 07.07 and 23.08, closing higher in 100.0% of those years for an average +7.01% move and an annualized Sharpe of 3.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 23.08 | Long | 100.0% | +7.01% | 3.92 | 4 |
| 07.07 → 24.08 | Long | 100.0% | +6.96% | 3.82 | 4 |
| 07.07 → 20.08 | Long | 100.0% | +6.81% | 3.32 | 4 |
| 07.07 → 21.08 | Long | 100.0% | +6.77% | 3.65 | 4 |
| 07.07 → 22.08 | Long | 100.0% | +6.72% | 3.99 | 4 |
| 10.07 → 23.08 | Long | 100.0% | +6.67% | 3.89 | 4 |
| 10.07 → 24.08 | Long | 100.0% | +6.62% | 3.79 | 4 |
| 10.07 → 20.08 | Long | 100.0% | +6.46% | 3.34 | 4 |