Over 2011 to 2025 (15 years of data), DAIDEEUR has tended to move long between 12.07 and 15.07, closing higher in 80.0% of those years for an average +1.33% move and an annualized Sharpe of 6.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 15.07 | Long | 80.0% | +1.33% | 6.03 | 15 |
| 12.07 → 29.07 | Long | 73.3% | +2.45% | 1.65 | 15 |
| 12.07 → 28.07 | Long | 73.3% | +2.34% | 1.64 | 15 |
| 11.07 → 05.09 | Short | 73.3% | +2.19% | 0.37 | 15 |
| 12.07 → 27.07 | Long | 73.3% | +2.18% | 1.62 | 15 |
| 14.07 → 23.07 | Long | 73.3% | +1.70% | 2.19 | 15 |
| 15.07 → 23.07 | Long | 73.3% | +1.64% | 2.30 | 15 |
| 12.07 → 16.07 | Long | 73.3% | +1.17% | 4.42 | 15 |