Over 2011 to 2025 (15 years of data), DGFREUR has tended to move long between 08.07 and 28.07, closing higher in 80.0% of those years for an average +1.99% move and an annualized Sharpe of 1.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.07 | Long | 80.0% | +1.99% | 1.83 | 15 |
| 13.07 → 04.08 | Short | 73.3% | +1.98% | 1.28 | 15 |
| 13.07 → 05.08 | Short | 73.3% | +1.81% | 1.16 | 15 |
| 12.07 → 04.08 | Short | 73.3% | +1.77% | 1.14 | 15 |
| 12.07 → 05.08 | Short | 73.3% | +1.60% | 1.01 | 15 |
| 08.07 → 19.07 | Long | 73.3% | +1.48% | 1.93 | 15 |
| 08.07 → 18.07 | Long | 73.3% | +1.41% | 1.88 | 15 |
| 10.07 → 26.07 | Long | 73.3% | +1.36% | 1.76 | 15 |