Over 2011 to 2025 (15 years of data), BASDEEUR has tended to move short between 14.08 and 20.08, closing higher in 73.3% of those years for an average +1.96% move and an annualized Sharpe of 2.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 20.08 | Short | 73.3% | +1.96% | 2.72 | 15 |
| 15.08 → 20.08 | Short | 73.3% | +1.85% | 2.84 | 15 |
| 12.08 → 31.08 | Long | 73.3% | +0.46% | 0.41 | 15 |
| 16.08 → 23.08 | Long | 73.3% | -0.64% | -0.71 | 15 |
| 14.08 → 21.08 | Short | 66.7% | +1.79% | 2.09 | 15 |
| 15.08 → 21.08 | Short | 66.7% | +1.68% | 2.11 | 15 |
| 14.08 → 19.08 | Short | 66.7% | +1.14% | 2.10 | 15 |
| 14.08 → 18.08 | Short | 66.7% | +0.61% | 1.76 | 15 |