Over 2020 to 2025 (6 years of data), USITEUR has tended to move long between 12.07 and 13.08, closing higher in 60.0% of those years for an average +2.06% move and an annualized Sharpe of 3.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 13.08 | Long | 60.0% | +2.06% | 3.14 | 5 |
| 12.07 → 14.08 | Long | 60.0% | +2.06% | 3.10 | 5 |
| 13.07 → 13.08 | Long | 60.0% | +2.01% | 3.18 | 5 |
| 13.07 → 14.08 | Long | 60.0% | +2.01% | 3.13 | 5 |
| 12.07 → 15.08 | Long | 60.0% | +1.98% | 3.24 | 5 |
| 11.07 → 13.08 | Long | 60.0% | +1.93% | 2.81 | 5 |
| 11.07 → 14.08 | Long | 60.0% | +1.93% | 2.77 | 5 |
| 13.07 → 15.08 | Long | 60.0% | +1.93% | 3.30 | 5 |