Over 2011 to 2025 (15 years of data), DANSKEDKDKK has tended to move long between 07.07 and 29.07, closing higher in 73.3% of those years for an average +2.74% move and an annualized Sharpe of 1.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 73.3% | +2.74% | 1.91 | 15 |
| 07.07 → 28.07 | Long | 73.3% | +2.72% | 2.12 | 15 |
| 11.07 → 22.07 | Long | 73.3% | +2.63% | 2.54 | 15 |
| 11.07 → 29.07 | Long | 73.3% | +2.40% | 2.20 | 15 |
| 11.07 → 28.07 | Long | 73.3% | +2.38% | 2.44 | 15 |
| 11.07 → 30.07 | Long | 73.3% | +2.15% | 2.03 | 15 |
| 12.07 → 29.07 | Long | 73.3% | +2.13% | 1.96 | 15 |
| 12.07 → 28.07 | Long | 73.3% | +2.11% | 2.21 | 15 |