Over 2011 to 2025 (15 years of data), ADSDEEUR has tended to move long between 11.07 and 21.07, closing higher in 80.0% of those years for an average +2.52% move and an annualized Sharpe of 3.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Long | 80.0% | +2.52% | 3.80 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +2.45% | 3.12 | 15 |
| 08.07 → 24.07 | Long | 80.0% | +2.45% | 2.55 | 15 |
| 09.07 → 21.07 | Long | 80.0% | +2.26% | 3.05 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +2.26% | 3.26 | 15 |
| 08.07 → 23.07 | Long | 80.0% | +2.25% | 2.62 | 15 |
| 11.07 → 23.07 | Long | 80.0% | +2.06% | 2.74 | 15 |
| 08.07 → 16.07 | Long | 80.0% | +1.55% | 3.37 | 15 |