Over 2016 to 2025 (10 years of data), TLS1VFIEUR has tended to move long between 07.07 and 26.07, closing higher in 90.0% of those years for an average +1.56% move and an annualized Sharpe of 2.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 26.07 | Long | 90.0% | +1.56% | 2.02 | 10 |
| 10.07 → 18.07 | Long | 80.0% | +2.48% | 3.92 | 10 |
| 11.07 → 18.07 | Long | 80.0% | +2.42% | 4.36 | 10 |
| 13.07 → 26.08 | Short | 80.0% | +2.38% | 0.85 | 10 |
| 13.07 → 27.08 | Short | 80.0% | +2.35% | 0.85 | 10 |
| 12.07 → 25.08 | Short | 80.0% | +2.30% | 0.82 | 10 |
| 12.07 → 26.08 | Short | 80.0% | +2.24% | 0.79 | 10 |
| 12.07 → 27.08 | Short | 80.0% | +2.21% | 0.79 | 10 |