Over 2020 to 2025 (6 years of data), USITEUR has tended to move short between 22.08 and 30.09, closing higher in 100.0% of those years for an average +3.39% move and an annualized Sharpe of 4.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 30.09 | Short | 100.0% | +3.39% | 4.11 | 3 |
| 23.08 → 30.09 | Short | 100.0% | +3.14% | 4.10 | 3 |
| 21.08 → 30.09 | Short | 100.0% | +3.12% | 4.28 | 3 |
| 22.08 → 28.09 | Short | 100.0% | +3.11% | 7.22 | 3 |
| 22.08 → 29.09 | Short | 100.0% | +2.96% | 3.25 | 3 |
| 23.08 → 28.09 | Short | 100.0% | +2.85% | 8.29 | 3 |
| 26.08 → 30.09 | Short | 100.0% | +2.85% | 4.89 | 3 |
| 21.08 → 28.09 | Short | 100.0% | +2.83% | 5.98 | 3 |