Over 2011 to 2025 (15 years of data), DPWDEEUR has tended to move long between 07.07 and 22.07, closing higher in 86.7% of those years for an average +2.95% move and an annualized Sharpe of 3.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 86.7% | +2.95% | 3.33 | 15 |
| 08.07 → 22.07 | Long | 86.7% | +2.79% | 4.02 | 15 |
| 07.07 → 25.07 | Long | 86.7% | +2.55% | 2.28 | 15 |
| 08.07 → 25.07 | Long | 86.7% | +2.38% | 2.71 | 15 |
| 08.07 → 24.07 | Long | 86.7% | +2.27% | 2.69 | 15 |
| 09.07 → 22.07 | Long | 86.7% | +2.18% | 3.38 | 15 |
| 08.07 → 15.07 | Long | 86.7% | +1.84% | 3.57 | 15 |
| 12.07 → 22.07 | Long | 86.7% | +1.82% | 3.97 | 15 |