Over 2011 to 2025 (15 years of data), UCBBEEUR has tended to move long between 23.07 and 26.07, closing higher in 73.3% of those years for an average +0.70% move and an annualized Sharpe of 2.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 26.07 | Long | 73.3% | +0.70% | 2.72 | 15 |
| 26.07 → 31.07 | Long | 73.3% | +0.69% | 1.75 | 15 |
| 22.07 → 20.09 | Long | 66.7% | +2.69% | 0.57 | 15 |
| 22.07 → 15.09 | Long | 66.7% | +2.61% | 0.57 | 15 |
| 22.07 → 16.09 | Long | 66.7% | +2.58% | 0.58 | 15 |
| 22.07 → 14.09 | Long | 66.7% | +2.50% | 0.54 | 15 |
| 22.07 → 08.09 | Long | 66.7% | +2.45% | 0.58 | 15 |
| 21.07 → 15.09 | Long | 66.7% | +2.33% | 0.49 | 15 |