Over 2011 to 2025 (15 years of data), UCBBEEUR has tended to move long between 13.07 and 31.07, closing higher in 93.3% of those years for an average +2.45% move and an annualized Sharpe of 2.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 31.07 | Long | 93.3% | +2.45% | 2.31 | 15 |
| 12.07 → 31.07 | Long | 93.3% | +2.26% | 1.82 | 15 |
| 07.07 → 30.07 | Long | 86.7% | +3.66% | 2.17 | 15 |
| 08.07 → 30.07 | Long | 86.7% | +3.38% | 2.01 | 15 |
| 11.07 → 30.07 | Long | 86.7% | +3.16% | 2.17 | 15 |
| 13.07 → 30.07 | Long | 86.7% | +3.16% | 2.76 | 15 |
| 12.07 → 30.07 | Long | 86.7% | +2.96% | 2.30 | 15 |
| 09.07 → 30.07 | Long | 86.7% | +2.90% | 1.81 | 15 |