Over 2011 to 2025 (15 years of data), DBKDEEUR has tended to move short between 22.07 and 20.08, closing higher in 86.7% of those years for an average +5.39% move and an annualized Sharpe of 1.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 20.08 | Short | 86.7% | +5.39% | 1.51 | 15 |
| 22.07 → 21.08 | Short | 86.7% | +4.96% | 1.26 | 15 |
| 22.07 → 22.08 | Short | 86.7% | +4.61% | 1.12 | 15 |
| 22.07 → 23.08 | Short | 86.7% | +4.21% | 0.99 | 15 |
| 22.07 → 28.08 | Short | 86.7% | +4.13% | 1.05 | 15 |
| 22.07 → 01.09 | Short | 86.7% | +3.84% | 0.88 | 15 |
| 22.07 → 27.08 | Short | 86.7% | +3.56% | 0.89 | 15 |
| 27.07 → 20.08 | Short | 80.0% | +5.89% | 2.10 | 15 |