Over 2011 to 2025 (15 years of data), DTEDEEUR has tended to move long between 08.07 and 26.07, closing higher in 80.0% of those years for an average +1.72% move and an annualized Sharpe of 2.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 26.07 | Long | 80.0% | +1.72% | 2.01 | 15 |
| 08.07 → 28.07 | Long | 73.3% | +2.22% | 2.23 | 15 |
| 07.07 → 28.07 | Long | 73.3% | +2.19% | 1.99 | 15 |
| 08.07 → 29.07 | Long | 73.3% | +1.89% | 1.86 | 15 |
| 08.07 → 23.07 | Long | 73.3% | +1.77% | 1.83 | 15 |
| 08.07 → 27.07 | Long | 73.3% | +1.68% | 1.72 | 15 |
| 10.07 → 28.07 | Long | 73.3% | +1.63% | 2.35 | 15 |
| 08.07 → 25.07 | Long | 73.3% | +1.38% | 1.40 | 15 |