Over 2016 to 2025 (10 years of data), TLS1VFIEUR has tended to move long between 16.08 and 23.08, closing higher in 80.0% of those years for an average +0.47% move and an annualized Sharpe of 2.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 23.08 | Long | 80.0% | +0.47% | 2.02 | 10 |
| 22.08 → 18.10 | Long | 70.0% | +1.94% | 0.46 | 10 |
| 21.08 → 18.10 | Long | 70.0% | +1.92% | 0.46 | 10 |
| 20.08 → 18.10 | Long | 70.0% | +1.83% | 0.44 | 10 |
| 19.08 → 18.10 | Long | 70.0% | +1.82% | 0.44 | 10 |
| 22.08 → 17.10 | Long | 70.0% | +1.74% | 0.41 | 10 |
| 18.08 → 17.10 | Long | 70.0% | +1.71% | 0.41 | 10 |
| 21.08 → 17.10 | Long | 70.0% | +1.71% | 0.41 | 10 |