Over 2022 to 2025 (4 years of data), DSYFREUR has tended to move short between 08.07 and 31.08, closing higher in 100.0% of those years for an average +5.96% move and an annualized Sharpe of 2.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 31.08 | Short | 100.0% | +5.96% | 2.17 | 4 |
| 07.07 → 31.08 | Short | 100.0% | +5.71% | 2.16 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +3.31% | 7.78 | 4 |
| 09.07 → 19.07 | Long | 100.0% | +3.01% | 7.78 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +3.00% | 6.42 | 4 |
| 09.07 → 18.07 | Long | 100.0% | +2.87% | 6.70 | 4 |
| 09.07 → 20.07 | Long | 100.0% | +2.87% | 7.05 | 4 |
| 09.07 → 21.07 | Long | 100.0% | +2.80% | 5.55 | 4 |