Over 2022 to 2025 (4 years of data), DSYFREUR has tended to move short between 16.08 and 05.09, closing higher in 100.0% of those years for an average +4.01% move and an annualized Sharpe of 3.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 05.09 | Short | 100.0% | +4.01% | 3.47 | 4 |
| 17.08 → 05.09 | Short | 100.0% | +3.44% | 3.48 | 4 |
| 12.08 → 05.09 | Short | 100.0% | +3.31% | 2.94 | 4 |
| 16.08 → 27.08 | Short | 100.0% | +3.25% | 3.53 | 4 |
| 16.08 → 26.08 | Short | 100.0% | +3.22% | 4.77 | 4 |
| 16.08 → 04.09 | Short | 100.0% | +3.08% | 2.55 | 4 |
| 16.08 → 23.08 | Short | 100.0% | +2.90% | 5.00 | 4 |
| 16.08 → 24.08 | Short | 100.0% | +2.64% | 5.90 | 4 |