Over 2011 to 2025 (15 years of data), UGFREUR has tended to move long between 08.07 and 25.07, closing higher in 53.3% of those years for an average +2.70% move and an annualized Sharpe of 1.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 25.07 | Long | 53.3% | +2.70% | 1.29 | 15 |
| 08.07 → 26.07 | Long | 53.3% | +2.03% | 0.81 | 15 |
| 08.07 → 15.07 | Long | 53.3% | +1.98% | 2.35 | 15 |
| 08.07 → 13.07 | Long | 53.3% | +1.47% | 2.20 | 15 |
| 07.07 → 15.07 | Long | 53.3% | +1.46% | 1.61 | 15 |
| 08.07 → 16.07 | Long | 53.3% | +1.43% | 1.32 | 15 |
| 07.07 → 16.07 | Long | 53.3% | +0.91% | 0.79 | 15 |
| 08.07 → 23.07 | Long | 46.7% | +3.43% | 1.99 | 15 |