I'm not sure that Peter's inclusion of the 1968 tournament, in which England's first game in the Finals was actually a knock-out game, is copacetic if one is comparing like with like, (the others were all group games), so that takes the meaningful sample size down to eight. I don't have the odds on England's opening group games available, but Peter writes:
If you bump up England’s chance of winning to an average of 50%, pretty fair given the opponents in the tournaments.England's opening group games haven't been quite as easy as Peter suggests. Of the seven games in completed tournaments, they opened against the eventual winners once (1992), runners-up once (1980) as well as a semi-finalist (2000) and a quarter finalist (2004).
There's also the fact that opening group games are typically defensive in nature - conventional wisdom is that it's not essential to win, but you can't afford to lose. Since the Euros moved to an opening group stage format in 1980, the 56 matches between 1980 and 2012 have seen the Under 2.5 a winner 40 times (71.4%), and 21 draws (37.5%) - 2.67 in Betfair odds. Fewer goals means more draws, as readers of this blog will know.
So all in all, I think Peter has jumped the gun a little in finding this, admittedly disappointing, sequence to be significant.
One other sequence that continued was that when England score in their opening games, they always score first, but six times now they have failed to hold that lead, including a 2-0 lead v Portugal in 2000 which they contrived to convert into a 2-3 loss.
Peter does have more of a point on the penalty kicks conclusion. I recall reading a study in which the conclusion was that while England's penalty woes were not yet statistically significant, one more shoot-out loss and they would be. Unfortunately, that is more likely to come to pass than not:
Geir Jordet wrote an academic study, ‘Team history and choking under pressure in major soccer penalty shootouts’, on the effect that losing one or two preceding shoot-outs had on the next shoot-out.
The conclusion? England is more likely to lose a shoot-out in its next shoot-out because it had lost its last two shoot-outs (in fact, England has lost its last five shoot-outs, but Jordet could not run analysis on that, because no other national team has managed that feat).
The results showed that a player’s likelihood of converting a penalty for a team whose last two shoot-outs ended in defeat drop considerably, to 57%, even if that player was not part of the team at the time of those defeats. The winning habit is also contagious, and the chances of scoring for a side that has won its last two shoot-outs rises to 89%. The cycle of defeat is a vicious one.
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