Over 2011 to 2025 (15 years of data), DSMNLEUR has tended to move short between 23.07 and 10.08, closing higher in 73.3% of those years for an average +2.42% move and an annualized Sharpe of 1.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 10.08 | Short | 73.3% | +2.42% | 1.26 | 15 |
| 22.07 → 10.08 | Short | 73.3% | +2.36% | 1.14 | 15 |
| 27.07 → 11.08 | Short | 73.3% | +2.36% | 1.28 | 15 |
| 26.07 → 11.08 | Short | 73.3% | +2.15% | 1.09 | 15 |
| 23.07 → 20.08 | Short | 66.7% | +3.59% | 1.22 | 15 |
| 22.07 → 20.08 | Short | 66.7% | +3.52% | 1.14 | 15 |
| 28.07 → 20.08 | Short | 66.7% | +3.13% | 1.21 | 15 |
| 23.07 → 19.08 | Short | 66.7% | +3.04% | 1.10 | 15 |