Over 2022 to 2025 (4 years of data), SWFREUR has tended to move short between 23.08 and 30.09, closing higher in 100.0% of those years for an average +5.94% move and an annualized Sharpe of 2.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 30.09 | Short | 100.0% | +5.94% | 2.51 | 4 |
| 25.08 → 30.09 | Short | 100.0% | +5.91% | 2.51 | 4 |
| 24.08 → 30.09 | Short | 100.0% | +5.90% | 2.46 | 4 |
| 26.08 → 23.09 | Short | 100.0% | +4.90% | 2.81 | 4 |
| 22.08 → 23.09 | Short | 100.0% | +4.87% | 2.66 | 4 |
| 23.08 → 23.09 | Short | 100.0% | +4.79% | 2.62 | 4 |
| 25.08 → 23.09 | Short | 100.0% | +4.77% | 2.65 | 4 |
| 24.08 → 23.09 | Short | 100.0% | +4.76% | 2.62 | 4 |