Over 2011 to 2025 (15 years of data), BMWDEEUR has tended to move short between 17.08 and 04.09, closing higher in 80.0% of those years for an average +2.77% move and an annualized Sharpe of 2.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 04.09 | Short | 80.0% | +2.77% | 2.17 | 15 |
| 14.08 → 03.09 | Short | 80.0% | +2.51% | 2.01 | 15 |
| 15.08 → 20.08 | Short | 80.0% | +2.44% | 3.52 | 15 |
| 14.08 → 02.09 | Short | 80.0% | +2.06% | 2.11 | 15 |
| 17.08 → 03.09 | Short | 73.3% | +2.70% | 2.49 | 15 |
| 13.08 → 25.09 | Short | 73.3% | +2.68% | 1.04 | 15 |
| 15.08 → 04.09 | Short | 73.3% | +2.67% | 1.93 | 15 |
| 14.08 → 04.09 | Short | 73.3% | +2.59% | 1.83 | 15 |