Over 2020 to 2025 (6 years of data), WBDITEUR has tended to move long between 07.07 and 30.07, closing higher in 100.0% of those years for an average +6.32% move and an annualized Sharpe of 3.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 30.07 | Long | 100.0% | +6.32% | 3.90 | 5 |
| 07.07 → 29.07 | Long | 100.0% | +6.22% | 3.86 | 5 |
| 07.07 → 31.07 | Long | 100.0% | +5.49% | 3.58 | 5 |
| 07.07 → 12.07 | Long | 100.0% | +3.23% | 14.38 | 5 |
| 07.07 → 10.07 | Long | 100.0% | +2.24% | 18.78 | 5 |
| 07.07 → 14.08 | Long | 80.0% | +6.70% | 4.37 | 5 |
| 07.07 → 13.08 | Long | 80.0% | +6.60% | 4.45 | 5 |
| 07.07 → 12.08 | Long | 80.0% | +6.38% | 4.20 | 5 |