Over 2011 to 2025 (15 years of data), DTEDEEUR has tended to move long between 11.09 and 08.11, closing higher in 73.3% of those years for an average +2.11% move and an annualized Sharpe of 0.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.09 → 08.11 | Long | 73.3% | +2.11% | 0.57 | 15 |
| 10.09 → 08.11 | Long | 73.3% | +1.88% | 0.47 | 15 |
| 14.09 → 03.11 | Long | 73.3% | +1.85% | 0.48 | 15 |
| 14.09 → 08.11 | Long | 73.3% | +1.79% | 0.52 | 15 |
| 14.09 → 06.11 | Long | 73.3% | +1.74% | 0.49 | 15 |
| 14.09 → 05.11 | Long | 73.3% | +1.59% | 0.44 | 15 |
| 14.09 → 09.11 | Long | 73.3% | +1.56% | 0.45 | 15 |
| 14.09 → 02.11 | Long | 73.3% | +1.49% | 0.39 | 15 |