Over 2011 to 2025 (15 years of data), BASDEEUR has tended to move short between 13.07 and 04.08, closing higher in 80.0% of those years for an average +2.85% move and an annualized Sharpe of 1.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 04.08 | Short | 80.0% | +2.85% | 1.40 | 15 |
| 13.07 → 02.08 | Short | 80.0% | +2.80% | 1.84 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +2.55% | 4.04 | 15 |
| 13.07 → 03.08 | Short | 80.0% | +2.49% | 1.37 | 15 |
| 08.07 → 19.07 | Long | 80.0% | +2.47% | 3.20 | 15 |
| 08.07 → 20.07 | Long | 80.0% | +2.42% | 3.19 | 15 |
| 08.07 → 21.07 | Long | 80.0% | +2.35% | 3.11 | 15 |
| 08.07 → 18.07 | Long | 80.0% | +2.25% | 3.27 | 15 |