Over 2011 to 2025 (15 years of data), COLOBDKDKK has tended to move long between 07.07 and 21.07, closing higher in 93.3% of those years for an average +3.81% move and an annualized Sharpe of 4.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 21.07 | Long | 93.3% | +3.81% | 4.62 | 15 |
| 07.07 → 20.07 | Long | 93.3% | +3.43% | 4.35 | 15 |
| 08.07 → 21.07 | Long | 93.3% | +3.30% | 4.45 | 15 |
| 07.07 → 30.07 | Long | 86.7% | +3.90% | 2.83 | 15 |
| 07.07 → 22.07 | Long | 86.7% | +3.89% | 4.35 | 15 |
| 07.07 → 23.07 | Long | 86.7% | +3.74% | 3.71 | 15 |
| 07.07 → 24.07 | Long | 86.7% | +3.73% | 3.37 | 15 |
| 08.07 → 22.07 | Long | 86.7% | +3.37% | 4.26 | 15 |