Over 2020 to 2025 (6 years of data), USITEUR has tended to move short between 12.08 and 30.09, closing higher in 100.0% of those years for an average +4.21% move and an annualized Sharpe of 5.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 30.09 | Short | 100.0% | +4.21% | 5.17 | 3 |
| 13.08 → 30.09 | Short | 100.0% | +4.08% | 4.23 | 3 |
| 15.08 → 30.09 | Short | 100.0% | +4.05% | 3.32 | 3 |
| 16.08 → 30.09 | Short | 100.0% | +4.02% | 3.37 | 3 |
| 18.08 → 30.09 | Short | 100.0% | +3.99% | 4.17 | 3 |
| 12.08 → 28.09 | Short | 100.0% | +3.90% | 3.96 | 3 |
| 17.08 → 28.09 | Short | 100.0% | +3.79% | 3.61 | 3 |
| 13.08 → 28.09 | Short | 100.0% | +3.77% | 3.55 | 3 |