Over 2022 to 2025 (4 years of data), DHRDEEUR has tended to move long between 17.07 and 31.07, closing higher in 100.0% of those years for an average +14.70% move and an annualized Sharpe of 4.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 31.07 | Long | 100.0% | +14.70% | 4.64 | 4 |
| 16.07 → 31.07 | Long | 100.0% | +12.73% | 4.09 | 4 |
| 16.07 → 30.07 | Long | 100.0% | +12.61% | 4.05 | 4 |
| 15.07 → 31.07 | Long | 100.0% | +11.15% | 3.90 | 4 |
| 12.07 → 15.07 | Short | 100.0% | +2.40% | 16.13 | 4 |
| 17.07 → 09.09 | Long | 75.0% | +17.94% | 1.55 | 4 |
| 17.07 → 12.09 | Long | 75.0% | +17.89% | 1.45 | 4 |
| 17.07 → 11.09 | Long | 75.0% | +17.15% | 1.47 | 4 |