Over 2011 to 2025 (15 years of data), DAIDEEUR has tended to move long between 11.07 and 14.07, closing higher in 93.3% of those years for an average +1.79% move and an annualized Sharpe of 7.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 93.3% | +1.79% | 7.16 | 15 |
| 11.07 → 15.07 | Long | 86.7% | +1.92% | 5.84 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +2.95% | 3.99 | 15 |
| 11.07 → 27.07 | Long | 73.3% | +3.05% | 2.09 | 15 |
| 11.07 → 28.07 | Long | 73.3% | +3.03% | 2.16 | 15 |
| 10.07 → 23.07 | Long | 73.3% | +2.92% | 2.62 | 15 |
| 11.07 → 26.07 | Long | 73.3% | +2.91% | 2.41 | 15 |
| 08.07 → 27.07 | Long | 73.3% | +2.80% | 1.54 | 15 |