Over 2022 to 2025 (4 years of data), COVDEEUR has tended to move short between 08.07 and 21.08, closing higher in 100.0% of those years for an average +3.58% move and an annualized Sharpe of 1.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 21.08 | Short | 100.0% | +3.58% | 1.80 | 4 |
| 09.07 → 21.08 | Short | 100.0% | +3.41% | 1.70 | 4 |
| 08.07 → 22.08 | Short | 100.0% | +3.23% | 1.86 | 4 |
| 10.07 → 21.08 | Short | 100.0% | +2.95% | 1.93 | 4 |
| 07.07 → 21.08 | Short | 100.0% | +2.74% | 2.04 | 4 |
| 11.07 → 28.07 | Long | 100.0% | +2.72% | 4.16 | 4 |
| 12.07 → 21.08 | Short | 100.0% | +2.58% | 2.03 | 4 |
| 13.07 → 21.08 | Short | 100.0% | +2.51% | 2.21 | 4 |