Over 2011 to 2025 (15 years of data), ADSDEEUR has tended to move short between 17.08 and 30.08, closing higher in 80.0% of those years for an average +1.89% move and an annualized Sharpe of 1.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 30.08 | Short | 80.0% | +1.89% | 1.85 | 15 |
| 17.08 → 23.08 | Short | 73.3% | +2.28% | 4.36 | 15 |
| 17.08 → 28.08 | Short | 73.3% | +2.15% | 2.37 | 15 |
| 15.08 → 08.09 | Short | 73.3% | +2.10% | 1.07 | 15 |
| 17.08 → 29.08 | Short | 73.3% | +2.09% | 2.10 | 15 |
| 15.08 → 30.08 | Short | 73.3% | +2.06% | 1.72 | 15 |
| 17.08 → 05.09 | Short | 73.3% | +2.06% | 1.45 | 15 |
| 17.08 → 06.09 | Short | 73.3% | +1.95% | 1.14 | 15 |