Over 2011 to 2025 (15 years of data), ADSDEEUR has tended to move long between 24.08 and 29.09, closing higher in 73.3% of those years for an average +0.98% move and an annualized Sharpe of 0.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 29.09 | Long | 73.3% | +0.98% | 0.30 | 15 |
| 26.08 → 29.09 | Long | 73.3% | +0.91% | 0.28 | 15 |
| 24.08 → 30.09 | Long | 73.3% | +0.79% | 0.22 | 15 |
| 22.08 → 27.08 | Short | 73.3% | +0.19% | 0.33 | 15 |
| 23.08 → 04.09 | Long | 73.3% | -0.33% | -0.48 | 15 |
| 25.08 → 18.10 | Long | 66.7% | +1.91% | 0.39 | 15 |
| 27.08 → 18.10 | Long | 66.7% | +1.87% | 0.43 | 15 |
| 26.08 → 19.10 | Long | 66.7% | +1.75% | 0.34 | 15 |