Over 2011 to 2025 (15 years of data), TUI1DEEUR has tended to move short between 22.07 and 25.07, closing higher in 80.0% of those years for an average +2.38% move and an annualized Sharpe of 4.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.07 | Short | 80.0% | +2.38% | 4.20 | 15 |
| 17.07 → 21.07 | Long | 80.0% | +1.39% | 2.73 | 15 |
| 20.07 → 02.08 | Short | 73.3% | +2.98% | 2.06 | 15 |
| 21.07 → 21.08 | Short | 73.3% | +2.65% | 0.59 | 15 |
| 22.07 → 26.07 | Short | 73.3% | +2.28% | 3.54 | 15 |
| 20.07 → 27.07 | Short | 73.3% | +1.49% | 1.66 | 15 |
| 18.07 → 21.07 | Long | 73.3% | +1.29% | 2.64 | 15 |
| 20.07 → 23.07 | Short | 73.3% | +1.10% | 2.68 | 15 |