Over 2011 to 2025 (15 years of data), TUI1DEEUR has tended to move short between 10.07 and 09.08, closing higher in 66.7% of those years for an average +2.92% move and an annualized Sharpe of 0.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 09.08 | Short | 66.7% | +2.92% | 0.68 | 15 |
| 13.07 → 10.08 | Short | 66.7% | +2.45% | 0.64 | 15 |
| 12.07 → 10.08 | Short | 66.7% | +2.39% | 0.61 | 15 |
| 10.07 → 10.08 | Short | 66.7% | +2.30% | 0.54 | 15 |
| 09.07 → 19.08 | Short | 66.7% | +2.11% | 0.32 | 15 |
| 13.07 → 19.08 | Short | 66.7% | +2.02% | 0.35 | 15 |
| 11.07 → 21.07 | Long | 66.7% | +1.79% | 1.83 | 15 |
| 08.07 → 20.08 | Short | 66.7% | +1.78% | 0.26 | 15 |