Over 2011 to 2025 (15 years of data), DSMNLEUR has tended to move long between 08.07 and 20.07, closing higher in 86.7% of those years for an average +3.13% move and an annualized Sharpe of 3.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 20.07 | Long | 86.7% | +3.13% | 3.85 | 15 |
| 08.07 → 21.07 | Long | 86.7% | +3.02% | 3.63 | 15 |
| 07.07 → 22.07 | Long | 86.7% | +2.89% | 3.27 | 15 |
| 08.07 → 19.07 | Long | 86.7% | +2.78% | 3.58 | 15 |
| 09.07 → 22.07 | Long | 86.7% | +2.75% | 3.63 | 15 |
| 10.07 → 20.07 | Long | 86.7% | +2.71% | 4.14 | 15 |
| 09.07 → 20.07 | Long | 86.7% | +2.68% | 4.10 | 15 |
| 11.07 → 20.07 | Long | 86.7% | +2.67% | 5.04 | 15 |