Over 2022 to 2025 (4 years of data), COVDEEUR has tended to move short between 17.08 and 22.08, closing higher in 100.0% of those years for an average +3.50% move and an annualized Sharpe of 5.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 22.08 | Short | 100.0% | +3.50% | 5.73 | 4 |
| 17.08 → 21.08 | Short | 100.0% | +3.32% | 5.93 | 4 |
| 17.08 → 20.08 | Short | 100.0% | +3.23% | 6.58 | 4 |
| 17.08 → 23.08 | Short | 100.0% | +2.96% | 5.16 | 4 |
| 16.08 → 22.08 | Short | 100.0% | +2.68% | 4.70 | 4 |
| 18.08 → 22.08 | Short | 100.0% | +2.30% | 8.92 | 4 |
| 12.08 → 16.08 | Long | 100.0% | +2.16% | 11.85 | 4 |
| 18.08 → 21.08 | Short | 100.0% | +2.12% | 9.01 | 4 |