Over 2011 to 2025 (15 years of data), DIAESEUR has tended to move short between 08.07 and 27.08, closing higher in 46.7% of those years for an average +2.30% move and an annualized Sharpe of 0.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.08 | Short | 46.7% | +2.30% | 0.51 | 15 |
| 13.07 → 11.09 | Short | 46.7% | +1.64% | 0.42 | 15 |
| 09.07 → 26.07 | Short | 46.7% | +1.44% | 0.70 | 15 |
| 07.07 → 11.07 | Short | 46.7% | +1.04% | 2.26 | 15 |
| 07.07 → 16.07 | Short | 46.7% | +0.83% | 0.65 | 15 |
| 08.07 → 11.07 | Short | 46.7% | +0.79% | 2.52 | 15 |
| 12.07 → 15.07 | Long | 46.7% | +0.50% | 1.13 | 15 |
| 07.07 → 19.07 | Long | 46.7% | -0.64% | -0.44 | 15 |