Over 2020 to 2025 (6 years of data), DSBFREUR has tended to move short between 08.07 and 03.08, closing higher in 100.0% of those years for an average +4.45% move and an annualized Sharpe of 3.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 03.08 | Short | 100.0% | +4.45% | 3.99 | 5 |
| 09.07 → 03.08 | Short | 100.0% | +4.40% | 4.08 | 5 |
| 10.07 → 03.08 | Short | 100.0% | +4.18% | 4.23 | 5 |
| 08.07 → 01.08 | Short | 100.0% | +4.12% | 3.80 | 5 |
| 07.07 → 03.08 | Short | 100.0% | +4.00% | 3.75 | 5 |
| 08.07 → 02.08 | Short | 100.0% | +3.99% | 3.80 | 5 |
| 08.07 → 04.08 | Short | 100.0% | +3.98% | 4.52 | 5 |
| 11.07 → 03.08 | Short | 100.0% | +3.95% | 5.10 | 5 |