Over 2020 to 2025 (6 years of data), DSBFREUR has tended to move long between 22.08 and 25.09, closing higher in 100.0% of those years for an average +3.98% move and an annualized Sharpe of 1.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 25.09 | Long | 100.0% | +3.98% | 1.79 | 6 |
| 21.08 → 20.09 | Long | 100.0% | +3.82% | 2.18 | 5 |
| 16.08 → 09.10 | Long | 83.3% | +5.75% | 1.29 | 6 |
| 16.08 → 08.10 | Long | 83.3% | +5.57% | 1.26 | 6 |
| 17.08 → 09.10 | Long | 83.3% | +5.44% | 1.32 | 6 |
| 17.08 → 08.10 | Long | 83.3% | +5.27% | 1.28 | 6 |
| 16.08 → 07.10 | Long | 83.3% | +5.22% | 1.33 | 6 |
| 16.08 → 06.10 | Long | 83.3% | +5.18% | 1.49 | 6 |