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 |
| 28.08 → 09.10 | Long | 100.0% | +3.91% | 1.94 | 6 |
| 24.08 → 20.09 | Long | 100.0% | +3.46% | 2.89 | 5 |
| 28.08 → 06.10 | Long | 100.0% | +3.42% | 2.49 | 6 |
| 28.08 → 07.10 | Long | 100.0% | +3.42% | 2.12 | 6 |
| 23.08 → 20.09 | Long | 100.0% | +3.41% | 2.28 | 5 |
| 25.08 → 20.09 | Long | 100.0% | +3.28% | 2.76 | 5 |
| 28.08 → 05.10 | Long | 100.0% | +3.19% | 2.57 | 6 |