Over 2022 to 2025 (4 years of data), DHRDEEUR has tended to move long between 08.07 and 09.08, closing higher in 100.0% of those years for an average +12.44% move and an annualized Sharpe of 3.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 09.08 | Long | 100.0% | +12.44% | 3.78 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +11.14% | 6.49 | 4 |
| 07.07 → 09.08 | Long | 100.0% | +10.50% | 2.58 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +10.48% | 5.37 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +10.10% | 6.46 | 4 |
| 09.07 → 09.08 | Long | 100.0% | +10.06% | 3.01 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +10.02% | 4.93 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +9.68% | 6.14 | 4 |