Over 2011 to 2025 (15 years of data), UGFREUR has tended to move long between 22.08 and 15.09, closing higher in 90.0% of those years for an average +7.36% move and an annualized Sharpe of 2.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 15.09 | Long | 90.0% | +7.36% | 2.70 | 10 |
| 26.08 → 12.09 | Long | 90.0% | +4.43% | 1.85 | 10 |
| 22.08 → 14.09 | Long | 80.0% | +6.61% | 2.48 | 10 |
| 22.08 → 19.09 | Long | 80.0% | +5.70% | 2.00 | 10 |
| 26.08 → 17.09 | Long | 80.0% | +5.56% | 2.22 | 10 |
| 22.08 → 12.09 | Long | 80.0% | +5.33% | 2.09 | 10 |
| 22.08 → 20.09 | Long | 80.0% | +5.23% | 1.77 | 10 |
| 26.08 → 19.09 | Long | 80.0% | +4.82% | 1.68 | 10 |