Over 2011 to 2025 (15 years of data), DBKDEEUR has tended to move long between 11.07 and 23.07, closing higher in 80.0% of those years for an average +3.83% move and an annualized Sharpe of 2.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 23.07 | Long | 80.0% | +3.83% | 2.68 | 15 |
| 12.07 → 23.07 | Long | 80.0% | +3.54% | 2.75 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +3.21% | 2.88 | 15 |
| 12.07 → 25.07 | Long | 80.0% | +3.11% | 1.89 | 15 |
| 13.07 → 23.07 | Long | 80.0% | +3.01% | 2.49 | 15 |
| 12.07 → 22.07 | Long | 80.0% | +2.92% | 3.10 | 15 |
| 10.07 → 22.07 | Long | 80.0% | +2.91% | 2.43 | 15 |
| 13.07 → 25.07 | Long | 80.0% | +2.58% | 1.69 | 15 |