Over 2011 to 2025 (15 years of data), DB1DEEUR has tended to move short between 13.07 and 05.08, closing higher in 73.3% of those years for an average +1.59% move and an annualized Sharpe of 1.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 05.08 | Short | 73.3% | +1.59% | 1.25 | 15 |
| 09.07 → 13.07 | Long | 73.3% | +0.92% | 3.25 | 15 |
| 11.07 → 21.07 | Long | 73.3% | +0.84% | 1.48 | 15 |
| 09.07 → 21.07 | Long | 73.3% | +0.80% | 1.12 | 15 |
| 13.07 → 11.08 | Short | 66.7% | +2.65% | 1.67 | 15 |
| 13.07 → 05.09 | Short | 66.7% | +2.35% | 0.73 | 15 |
| 13.07 → 12.08 | Short | 66.7% | +2.22% | 1.45 | 15 |
| 13.07 → 08.08 | Short | 66.7% | +2.14% | 1.21 | 15 |