

Over 2013 to 2025 (13 years of data), DEUIDXEUR has tended to move short between 27.07 and 03.08, closing higher in 83.3% of those years for an average +1.88% move and an annualized Sharpe of 3.82.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.3527 |
| 3 | 100.584 |
| 4 | 101.1355 |
| 5 | 101.3307 |
| 6 | 101.8413 |
| 7 | 102.0244 |
| 8 | 102.3254 |
| 9 | 102.3018 |
| 10 | 102.4298 |
| 11 | 102.6434 |
| 12 | 103.0208 |
| 13 | 102.9452 |
| 14 | 102.943 |
| 15 | 103.1677 |
| 16 | 103.0976 |
| 17 | 103.2326 |
| 18 | 103.038 |
| 19 | 102.661 |
| 20 | 102.6639 |
| 21 | 102.6575 |
| 22 | 102.6994 |
| 23 | 103.2026 |
| 24 | 102.8573 |
| 25 | 102.8017 |
| 26 | 103.3047 |
| 27 | 103.3716 |
| 28 | 103.2663 |
| 29 | 103.2223 |
| 30 | 103.2453 |
| 31 | 103.2455 |
| 32 | 103.849 |
| 33 | 103.8412 |
| 34 | 103.6662 |
| 35 | 103.1121 |
| 36 | 103.0432 |
| 37 | 103.8077 |
| 38 | 103.6287 |
| 39 | 103.9159 |
| 40 | 104.3645 |
| 41 | 104.1281 |
| 42 | 103.9477 |
| 43 | 104.1749 |
| 44 | 104.3101 |
| 45 | 104.413 |
| 46 | 105.146 |
| 47 | 104.9327 |
| 48 | 105.1039 |
| 49 | 105.1925 |
| 50 | 104.5105 |
| 51 | 104.4367 |
| 52 | 103.6514 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 03.08 | Short | 83.3% | +1.88% | 3.82 | 12 |
| 24.07 → 02.08 | Short | 83.3% | +1.72% | 4.07 | 12 |
| 26.07 → 03.08 | Short | 83.3% | +1.66% | 3.30 | 12 |
| 27.07 → 02.08 | Short | 83.3% | +1.55% | 5.28 | 12 |
| 26.07 → 02.08 | Short | 83.3% | +1.32% | 4.56 | 12 |
| 27.07 → 30.07 | Short | 83.3% | +0.30% | 2.13 | 12 |
| 24.07 → 08.09 | Short | 81.8% |
| 53 |
|---|
| 104.3774 |
| 54 | 104.052 |
|---|
| 55 | 103.3203 |
|---|
| 56 | 104.2695 |
|---|
| 57 | 104.4693 |
|---|
| 58 | 104.0988 |
|---|
| 59 | 104.143 |
|---|
| 60 | 103.4631 |
|---|
| 61 | 103.4588 |
|---|
| 62 | 103.2364 |
|---|
| 63 | 102.3518 |
|---|
| 64 | 102.2195 |
|---|
| 65 | 101.8409 |
|---|
| 66 | 101.2213 |
|---|
| 67 | 101.8372 |
|---|
| 68 | 103.0398 |
|---|
| 69 | 101.8917 |
|---|
| 70 | 101.6254 |
|---|
| 71 | 102.1155 |
|---|
| 72 | 101.6122 |
|---|
| 73 | 102.7328 |
|---|
| 74 | 102.3606 |
|---|
| 75 | 103.5446 |
|---|
| 76 | 103.2008 |
|---|
| 77 | 103.0258 |
|---|
| 78 | 102.9246 |
|---|
| 79 | 102.0609 |
|---|
| 80 | 102.3407 |
|---|
| 81 | 102.2937 |
|---|
| 82 | 102.8065 |
|---|
| 83 | 102.7642 |
|---|
| 84 | 103.125 |
|---|
| 85 | 102.6152 |
|---|
| 86 | 102.2853 |
|---|
| 87 | 102.5008 |
|---|
| 88 | 103.0256 |
|---|
| 89 | 103.333 |
|---|
| 90 | 103.6313 |
|---|
| 91 | 104.3266 |
|---|
| 92 | 103.3155 |
|---|
| 93 | 102.9351 |
|---|
| 94 | 101.9501 |
|---|
| 95 | 101.2478 |
|---|
| 96 | 100.4634 |
|---|
| 97 | 101.4951 |
|---|
| 98 | 101.0844 |
|---|
| 99 | 103.1189 |
|---|
| 100 | 101.9438 |
|---|
| 101 | 101.8093 |
|---|
| 102 | 101.4971 |
|---|
| 103 | 102 |
|---|
| 104 | 102.2428 |
|---|
| 105 | 102.5774 |
|---|
| 106 | 102.5863 |
|---|
| 107 | 102.8348 |
|---|
| 108 | 103.1896 |
|---|
| 109 | 102.9315 |
|---|
| 110 | 103.0609 |
|---|
| 111 | 102.6628 |
|---|
| 112 | 103.0862 |
|---|
| 113 | 103.4618 |
|---|
| 114 | 104.0336 |
|---|
| 115 | 103.9945 |
|---|
| 116 | 103.169 |
|---|
| 117 | 103.6958 |
|---|
| 118 | 104.0135 |
|---|
| 119 | 103.9723 |
|---|
| 120 | 104.4233 |
|---|
| 121 | 104.02 |
|---|
| 122 | 104.3279 |
|---|
| 123 | 104.5136 |
|---|
| 124 | 104.4748 |
|---|
| 125 | 105.0245 |
|---|
| 126 | 104.9925 |
|---|
| 127 | 104.6336 |
|---|
| 128 | 104.9242 |
|---|
| 129 | 104.918 |
|---|
| 130 | 105.2609 |
|---|
| 131 | 105.5051 |
|---|
| 132 | 105.4149 |
|---|
| 133 | 106.0436 |
|---|
| 134 | 105.862 |
|---|
| 135 | 105.9826 |
|---|
| 136 | 106.041 |
|---|
| 137 | 106.2099 |
|---|
| 138 | 106.2806 |
|---|
| 139 | 106.8544 |
|---|
| 140 | 107.2734 |
|---|
| 141 | 107.3134 |
|---|
| 142 | 107.4908 |
|---|
| 143 | 106.774 |
|---|
| 144 | 106.455 |
|---|
| 145 | 106.9254 |
|---|
| 146 | 107.6026 |
|---|
| 147 | 108.1625 |
|---|
| 148 | 108.3037 |
|---|
| 149 | 107.6219 |
|---|
| 150 | 107.5284 |
|---|
| 151 | 107.1668 |
|---|
| 152 | 107.2404 |
|---|
| 153 | 108.0265 |
|---|
| 154 | 107.5784 |
|---|
| 155 | 107.7787 |
|---|
| 156 | 107.2412 |
|---|
| 157 | 107.8665 |
|---|
| 158 | 107.6067 |
|---|
| 159 | 107.3181 |
|---|
| 160 | 106.6392 |
|---|
| 161 | 105.5667 |
|---|
| 162 | 106.0545 |
|---|
| 163 | 105.7677 |
|---|
| 164 | 105.679 |
|---|
| 165 | 105.3965 |
|---|
| 166 | 105.3959 |
|---|
| 167 | 104.4 |
|---|
| 168 | 104.6298 |
|---|
| 169 | 104.9644 |
|---|
| 170 | 104.695 |
|---|
| 171 | 104.697 |
|---|
| 172 | 104.5794 |
|---|
| 173 | 104.2762 |
|---|
| 174 | 104.0438 |
|---|
| 175 | 104.5134 |
|---|
| 176 | 104.5584 |
|---|
| 177 | 104.388 |
|---|
| 178 | 104.6243 |
|---|
| 179 | 104.9717 |
|---|
| 180 | 104.759 |
|---|
| 181 | 104.8376 |
|---|
| 182 | 104.8572 |
|---|
| 183 | 105.4848 |
|---|
| 184 | 105.3533 |
|---|
| 185 | 105.3984 |
|---|
| 186 | 104.7562 |
|---|
| 187 | 104.6245 |
|---|
| 188 | 105.1818 |
|---|
| 189 | 105.575 |
|---|
| 190 | 105.9576 |
|---|
| 191 | 105.5736 |
|---|
| 192 | 105.5807 |
|---|
| 193 | 105.8544 |
|---|
| 194 | 105.9668 |
|---|
| 195 | 105.858 |
|---|
| 196 | 106.0602 |
|---|
| 197 | 105.9981 |
|---|
| 198 | 106.3002 |
|---|
| 199 | 106.0876 |
|---|
| 200 | 106.5855 |
|---|
| 201 | 106.2153 |
|---|
| 202 | 106.2955 |
|---|
| 203 | 106.2042 |
|---|
| 204 | 106.8251 |
|---|
| 205 | 106.6566 |
|---|
| 206 | 106.6292 |
|---|
| 207 | 106.4354 |
|---|
| 208 | 107.0345 |
|---|
| 209 | 107.1439 |
|---|
| 210 | 107.6175 |
|---|
| 211 | 107.5205 |
|---|
| 212 | 107.2409 |
|---|
| 213 | 106.4916 |
|---|
| 214 | 105.5825 |
|---|
| 215 | 105.4169 |
|---|
| 216 | 105.6803 |
|---|
| 217 | 105.429 |
|---|
| 218 | 105.5144 |
|---|
| 219 | 105.6007 |
|---|
| 220 | 105.5957 |
|---|
| 221 | 105.977 |
|---|
| 222 | 106.3604 |
|---|
| 223 | 106.0191 |
|---|
| 224 | 106.381 |
|---|
| 225 | 106.4082 |
|---|
| 226 | 106.8176 |
|---|
| 227 | 106.5507 |
|---|
| 228 | 107.0544 |
|---|
| 229 | 106.5785 |
|---|
| 230 | 106.5798 |
|---|
| 231 | 106.3315 |
|---|
| 232 | 106.4173 |
|---|
| 233 | 106.2891 |
|---|
| 234 | 106.1777 |
|---|
| 235 | 106.1422 |
|---|
| 236 | 106.1272 |
|---|
| 237 | 106.4156 |
|---|
| 238 | 105.5878 |
|---|
| 239 | 105.4612 |
|---|
| 240 | 105.4607 |
|---|
| 241 | 105.9679 |
|---|
| 242 | 106.0252 |
|---|
| 243 | 105.9717 |
|---|
| 244 | 105.8881 |
|---|
| 245 | 105.401 |
|---|
| 246 | 105.3455 |
|---|
| 247 | 105.2254 |
|---|
| 248 | 104.9603 |
|---|
| 249 | 105.0442 |
|---|
| 250 | 104.9831 |
|---|
| 251 | 104.9278 |
|---|
| 252 | 105.3194 |
|---|
| 253 | 105.4523 |
|---|
| 254 | 105.5117 |
|---|
| 255 | 105.9248 |
|---|
| 256 | 105.4352 |
|---|
| 257 | 105.8255 |
|---|
| 258 | 105.4888 |
|---|
| 259 | 105.0762 |
|---|
| 260 | 105.1632 |
|---|
| 261 | 105.1999 |
|---|
| 262 | 105.4647 |
|---|
| 263 | 105.1094 |
|---|
| 264 | 104.4026 |
|---|
| 265 | 104.5245 |
|---|
| 266 | 103.986 |
|---|
| 267 | 104.2798 |
|---|
| 268 | 104.0921 |
|---|
| 269 | 103.9082 |
|---|
| 270 | 104.0523 |
|---|
| 271 | 104.6227 |
|---|
| 272 | 104.2417 |
|---|
| 273 | 104.3537 |
|---|
| 274 | 104.6482 |
|---|
| 275 | 104.1666 |
|---|
| 276 | 104.5283 |
|---|
| 277 | 105.0287 |
|---|
| 278 | 105.2709 |
|---|
| 279 | 105.1164 |
|---|
| 280 | 104.7761 |
|---|
| 281 | 104.6942 |
|---|
| 282 | 104.7069 |
|---|
| 283 | 105.0202 |
|---|
| 284 | 104.8216 |
|---|
| 285 | 105.0053 |
|---|
| 286 | 105.2375 |
|---|
| 287 | 104.9315 |
|---|
| 288 | 105.1013 |
|---|
| 289 | 105.061 |
|---|
| 290 | 105.4955 |
|---|
| 291 | 105.4612 |
|---|
| 292 | 105.2242 |
|---|
| 293 | 105.2128 |
|---|
| 294 | 105.5906 |
|---|
| 295 | 105.3306 |
|---|
| 296 | 105.3356 |
|---|
| 297 | 105.4556 |
|---|
| 298 | 105.469 |
|---|
| 299 | 105.7825 |
|---|
| 300 | 105.4955 |
|---|
| 301 | 105.9177 |
|---|
| 302 | 105.899 |
|---|
| 303 | 105.9633 |
|---|
| 304 | 105.5371 |
|---|
| 305 | 105.8121 |
|---|
| 306 | 105.87 |
|---|
| 307 | 105.932 |
|---|
| 308 | 106.2817 |
|---|
| 309 | 106.4179 |
|---|
| 310 | 106.0847 |
|---|
| 311 | 106.1104 |
|---|
| 312 | 106.7678 |
|---|
| 313 | 106.5682 |
|---|
| 314 | 107.8685 |
|---|
| 315 | 108.1063 |
|---|
| 316 | 108.3735 |
|---|
| 317 | 107.7839 |
|---|
| 318 | 107.8583 |
|---|
| 319 | 108.2145 |
|---|
| 320 | 108.3765 |
|---|
| 321 | 108.2719 |
|---|
| 322 | 108.2137 |
|---|
| 323 | 108.2255 |
|---|
| 324 | 107.7989 |
|---|
| 325 | 107.9769 |
|---|
| 326 | 108.206 |
|---|
| 327 | 108.5036 |
|---|
| 328 | 108.6515 |
|---|
| 329 | 109.0233 |
|---|
| 330 | 109.0799 |
|---|
| 331 | 108.9814 |
|---|
| 332 | 108.8056 |
|---|
| 333 | 109.2879 |
|---|
| 334 | 109.8766 |
|---|
| 335 | 109.7133 |
|---|
| 336 | 109.9765 |
|---|
| 337 | 110.3142 |
|---|
| 338 | 110.5537 |
|---|
| 339 | 110.8965 |
|---|
| 340 | 110.9088 |
|---|
| 341 | 110.9449 |
|---|
| 342 | 111.147 |
|---|
| 343 | 111.3329 |
|---|
| 344 | 111.3037 |
|---|
| 345 | 111.4308 |
|---|
| 346 | 111.5104 |
|---|
| 347 | 111.8001 |
|---|
| 348 | 111.4786 |
|---|
| 349 | 110.7511 |
|---|
| 350 | 110.5833 |
|---|
| 351 | 110.2653 |
|---|
| 352 | 110.3575 |
|---|
| 353 | 110.3731 |
|---|
| 354 | 110.1862 |
|---|
| 355 | 110.4431 |
|---|
| 356 | 110.183 |
|---|
| 357 | 110.3168 |
|---|
| 358 | 110.3083 |
|---|
| 359 | 110.466 |
|---|
| 360 | 110.6092 |
|---|
| 361 | 110.5122 |
|---|
| 362 | 110.2771 |
|---|
| 363 | 110.5521 |
|---|
| 364 | 110.4372 |
|---|
| 365 | 110.2426 |
|---|
| 366 | 110.1781 |
|---|
| +1.83% |
| 1.20 |
| 11 |
| 27.07 → 25.09 | Short | 75.0% | +2.70% | 1.22 | 12 |