Over 2011 to 2025 (15 years of data), BMWDEEUR has tended to move long between 08.07 and 18.07, closing higher in 93.3% of those years for an average +3.19% move and an annualized Sharpe of 4.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 18.07 | Long | 93.3% | +3.19% | 4.14 | 15 |
| 08.07 → 17.07 | Long | 93.3% | +2.81% | 4.36 | 15 |
| 08.07 → 22.07 | Long | 86.7% | +3.57% | 3.81 | 15 |
| 08.07 → 23.07 | Long | 86.7% | +3.56% | 3.31 | 15 |
| 08.07 → 19.07 | Long | 86.7% | +3.05% | 4.21 | 15 |
| 09.07 → 18.07 | Long | 86.7% | +2.21% | 3.56 | 15 |
| 09.07 → 17.07 | Long | 86.7% | +1.83% | 4.15 | 15 |
| 07.07 → 22.07 | Long | 80.0% | +3.92% | 3.74 | 15 |