Over 2011 to 2025 (15 years of data), DB1DEEUR has tended to move long between 23.08 and 08.09, closing higher in 73.3% of those years for an average +1.65% move and an annualized Sharpe of 1.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 08.09 | Long | 73.3% | +1.65% | 1.41 | 15 |
| 22.08 → 25.08 | Long | 73.3% | +0.92% | 3.23 | 15 |
| 21.08 → 11.10 | Short | 73.3% | +0.88% | 0.32 | 15 |
| 22.08 → 19.09 | Long | 73.3% | +0.78% | 0.40 | 15 |
| 22.08 → 18.09 | Long | 73.3% | +0.67% | 0.38 | 15 |
| 23.08 → 18.09 | Long | 73.3% | +0.60% | 0.36 | 15 |
| 21.08 → 19.09 | Long | 73.3% | +0.33% | 0.17 | 15 |
| 22.08 → 08.09 | Long | 66.7% | +1.70% | 1.45 | 15 |