Over 2011 to 2025 (15 years of data), UMIBEEUR has tended to move long between 10.07 and 19.07, closing higher in 93.3% of those years for an average +4.11% move and an annualized Sharpe of 6.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 19.07 | Long | 93.3% | +4.11% | 6.21 | 15 |
| 10.07 → 18.07 | Long | 93.3% | +3.78% | 6.01 | 15 |
| 10.07 → 20.07 | Long | 93.3% | +3.58% | 5.91 | 15 |
| 10.07 → 14.07 | Long | 93.3% | +3.03% | 7.82 | 15 |
| 11.07 → 17.07 | Long | 93.3% | +2.96% | 7.16 | 15 |
| 11.07 → 16.07 | Long | 93.3% | +2.94% | 8.55 | 15 |
| 12.07 → 19.07 | Long | 93.3% | +2.89% | 7.46 | 15 |
| 11.07 → 14.07 | Long | 93.3% | +2.70% | 10.60 | 15 |