Over 2023 to 2025 (3 years of data), XLMEUR has tended to move long between 07.07 and 19.07, closing higher in 100.0% of those years for an average +60.00% move and an annualized Sharpe of 9.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 19.07 | Long | 100.0% | +60.00% | 9.71 | 3 |
| 07.07 → 20.07 | Long | 100.0% | +59.66% | 9.39 | 3 |
| 07.07 → 21.07 | Long | 100.0% | +59.38% | 9.14 | 3 |
| 07.07 → 18.07 | Long | 100.0% | +56.94% | 9.88 | 3 |
| 07.07 → 26.07 | Long | 100.0% | +55.50% | 7.75 | 3 |
| 08.07 → 19.07 | Long | 100.0% | +55.16% | 11.03 | 3 |
| 08.07 → 20.07 | Long | 100.0% | +54.87% | 10.60 | 3 |
| 08.07 → 21.07 | Long | 100.0% | +54.61% | 10.30 | 3 |