

Over 1993 to 2025 (33 years of data), EURDKK has tended to move long between 07.07 and 25.08, closing higher in 66.7% of those years for an average +0.24% move and an annualized Sharpe of 0.44.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.012 |
| 3 | 100.0162 |
| 4 | 100.0164 |
| 5 | 100.0152 |
| 6 | 100.0154 |
| 7 | 100.0152 |
| 8 | 100.0162 |
| 9 | 100.0151 |
| 10 | 100.0099 |
| 11 | 100.0185 |
| 12 | 100.0223 |
| 13 | 100.0262 |
| 14 | 100.0281 |
| 15 | 100.0313 |
| 16 | 100.0298 |
| 17 | 100.024 |
| 18 | 100.0256 |
| 19 | 100.0212 |
| 20 | 100.0252 |
| 21 | 100.0291 |
| 22 | 100.0281 |
| 23 | 100.0256 |
| 24 | 100.0271 |
| 25 | 100.0251 |
| 26 | 100.0211 |
| 27 | 100.0198 |
| 28 | 100.0191 |
| 29 | 100.0177 |
| 30 | 100.0206 |
| 31 | 100.015 |
| 32 | 100.016 |
| 33 | 100.0173 |
| 34 | 100.0229 |
| 35 | 100.0233 |
| 36 | 100.0255 |
| 37 | 100.025 |
| 38 | 100.0159 |
| 39 | 100.0134 |
| 40 | 100.0169 |
| 41 | 100.0213 |
| 42 | 100.0215 |
| 43 | 100.0226 |
| 44 | 100.0289 |
| 45 | 100.0351 |
| 46 | 100.031 |
| 47 | 100.0212 |
| 48 | 100.0178 |
| 49 | 100.0101 |
| 50 | 100.008 |
| 51 | 100.0044 |
| 52 | 100.0088 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.08 | Long | 66.7% | +0.24% | 0.44 | 33 |
| 07.07 → 22.08 | Long | 66.7% | +0.23% | 0.44 | 33 |
| 07.07 → 23.08 | Long | 66.7% | +0.23% | 0.45 | 33 |
| 07.07 → 17.08 | Long | 66.7% | +0.22% | 0.49 | 33 |
| 07.07 → 04.08 | Long | 66.7% | +0.08% | 0.59 | 33 |
| 12.07 → 04.08 | Long | 66.7% | +0.07% | 0.83 | 33 |
| 08.07 → 04.08 | Long | 66.7% |
| 53 |
|---|
| 100.006 |
| 54 | 100.0065 |
|---|
| 55 | 100.0096 |
|---|
| 56 | 100.0069 |
|---|
| 57 | 100.0063 |
|---|
| 58 | 100.005 |
|---|
| 59 | 100.0013 |
|---|
| 60 | 99.9998 |
|---|
| 61 | 99.9972 |
|---|
| 62 | 100.0011 |
|---|
| 63 | 100.0015 |
|---|
| 64 | 100.0031 |
|---|
| 65 | 100.003 |
|---|
| 66 | 100.0076 |
|---|
| 67 | 100.0108 |
|---|
| 68 | 100.0098 |
|---|
| 69 | 99.9999 |
|---|
| 70 | 100.008 |
|---|
| 71 | 100.0049 |
|---|
| 72 | 100.0139 |
|---|
| 73 | 100.0227 |
|---|
| 74 | 100.0156 |
|---|
| 75 | 100.0196 |
|---|
| 76 | 100.0184 |
|---|
| 77 | 100.0093 |
|---|
| 78 | 100.0114 |
|---|
| 79 | 100.0117 |
|---|
| 80 | 100.0109 |
|---|
| 81 | 100.013 |
|---|
| 82 | 100.0127 |
|---|
| 83 | 100.0194 |
|---|
| 84 | 100.02 |
|---|
| 85 | 100.0195 |
|---|
| 86 | 100.0262 |
|---|
| 87 | 100.0232 |
|---|
| 88 | 100.026 |
|---|
| 89 | 100.0163 |
|---|
| 90 | 100.0251 |
|---|
| 91 | 100.0253 |
|---|
| 92 | 100.0095 |
|---|
| 93 | 100.0188 |
|---|
| 94 | 100.0174 |
|---|
| 95 | 100.0033 |
|---|
| 96 | 100.0067 |
|---|
| 97 | 100.0058 |
|---|
| 98 | 100.0032 |
|---|
| 99 | 99.9964 |
|---|
| 100 | 100.0024 |
|---|
| 101 | 100.0016 |
|---|
| 102 | 100.0069 |
|---|
| 103 | 100.0058 |
|---|
| 104 | 100.0025 |
|---|
| 105 | 100.0018 |
|---|
| 106 | 100.0027 |
|---|
| 107 | 100.0062 |
|---|
| 108 | 100.0032 |
|---|
| 109 | 100.005 |
|---|
| 110 | 100.0077 |
|---|
| 111 | 100.0046 |
|---|
| 112 | 99.9992 |
|---|
| 113 | 100.0012 |
|---|
| 114 | 100.006 |
|---|
| 115 | 100.0081 |
|---|
| 116 | 100.008 |
|---|
| 117 | 100.0041 |
|---|
| 118 | 100.006 |
|---|
| 119 | 100.0007 |
|---|
| 120 | 100.0021 |
|---|
| 121 | 100.0065 |
|---|
| 122 | 100.0034 |
|---|
| 123 | 99.9985 |
|---|
| 124 | 99.9977 |
|---|
| 125 | 99.9907 |
|---|
| 126 | 99.9969 |
|---|
| 127 | 99.9944 |
|---|
| 128 | 99.998 |
|---|
| 129 | 99.9918 |
|---|
| 130 | 99.99 |
|---|
| 131 | 99.9959 |
|---|
| 132 | 99.9988 |
|---|
| 133 | 99.9934 |
|---|
| 134 | 99.9928 |
|---|
| 135 | 99.9908 |
|---|
| 136 | 99.9867 |
|---|
| 137 | 99.9906 |
|---|
| 138 | 99.9931 |
|---|
| 139 | 99.9927 |
|---|
| 140 | 99.9891 |
|---|
| 141 | 99.9946 |
|---|
| 142 | 99.9981 |
|---|
| 143 | 100.0002 |
|---|
| 144 | 99.9968 |
|---|
| 145 | 99.9933 |
|---|
| 146 | 99.992 |
|---|
| 147 | 99.9936 |
|---|
| 148 | 99.9919 |
|---|
| 149 | 99.9784 |
|---|
| 150 | 99.9744 |
|---|
| 151 | 99.9756 |
|---|
| 152 | 99.975 |
|---|
| 153 | 99.9795 |
|---|
| 154 | 99.9788 |
|---|
| 155 | 99.9829 |
|---|
| 156 | 99.9836 |
|---|
| 157 | 99.9889 |
|---|
| 158 | 99.9875 |
|---|
| 159 | 99.9865 |
|---|
| 160 | 99.9887 |
|---|
| 161 | 99.9824 |
|---|
| 162 | 99.9853 |
|---|
| 163 | 99.986 |
|---|
| 164 | 99.986 |
|---|
| 165 | 99.9814 |
|---|
| 166 | 99.9833 |
|---|
| 167 | 99.9801 |
|---|
| 168 | 99.982 |
|---|
| 169 | 99.9822 |
|---|
| 170 | 99.9857 |
|---|
| 171 | 99.9862 |
|---|
| 172 | 99.9828 |
|---|
| 173 | 99.9839 |
|---|
| 174 | 99.9835 |
|---|
| 175 | 99.9906 |
|---|
| 176 | 99.9816 |
|---|
| 177 | 99.9785 |
|---|
| 178 | 99.9714 |
|---|
| 179 | 99.9784 |
|---|
| 180 | 99.9739 |
|---|
| 181 | 99.9667 |
|---|
| 182 | 99.9686 |
|---|
| 183 | 99.9786 |
|---|
| 184 | 99.9769 |
|---|
| 185 | 99.9827 |
|---|
| 186 | 99.98 |
|---|
| 187 | 99.9806 |
|---|
| 188 | 99.983 |
|---|
| 189 | 99.9851 |
|---|
| 190 | 99.9875 |
|---|
| 191 | 99.9901 |
|---|
| 192 | 99.9897 |
|---|
| 193 | 99.9911 |
|---|
| 194 | 99.9959 |
|---|
| 195 | 99.9891 |
|---|
| 196 | 99.9889 |
|---|
| 197 | 99.9895 |
|---|
| 198 | 99.9885 |
|---|
| 199 | 99.9926 |
|---|
| 200 | 99.9921 |
|---|
| 201 | 99.9902 |
|---|
| 202 | 99.9899 |
|---|
| 203 | 99.9891 |
|---|
| 204 | 99.9823 |
|---|
| 205 | 99.985 |
|---|
| 206 | 99.9893 |
|---|
| 207 | 99.9894 |
|---|
| 208 | 99.9894 |
|---|
| 209 | 99.9856 |
|---|
| 210 | 99.9867 |
|---|
| 211 | 99.9884 |
|---|
| 212 | 99.9979 |
|---|
| 213 | 99.9978 |
|---|
| 214 | 99.9986 |
|---|
| 215 | 99.9954 |
|---|
| 216 | 99.9933 |
|---|
| 217 | 99.9912 |
|---|
| 218 | 99.991 |
|---|
| 219 | 99.9905 |
|---|
| 220 | 99.9906 |
|---|
| 221 | 99.9909 |
|---|
| 222 | 99.9902 |
|---|
| 223 | 99.9819 |
|---|
| 224 | 99.9831 |
|---|
| 225 | 99.9839 |
|---|
| 226 | 99.9865 |
|---|
| 227 | 99.9814 |
|---|
| 228 | 99.9785 |
|---|
| 229 | 99.9825 |
|---|
| 230 | 99.9808 |
|---|
| 231 | 99.9812 |
|---|
| 232 | 99.9815 |
|---|
| 233 | 99.9872 |
|---|
| 234 | 99.9844 |
|---|
| 235 | 99.9844 |
|---|
| 236 | 99.9916 |
|---|
| 237 | 99.9889 |
|---|
| 238 | 99.9941 |
|---|
| 239 | 99.9927 |
|---|
| 240 | 99.986 |
|---|
| 241 | 99.9874 |
|---|
| 242 | 99.9779 |
|---|
| 243 | 99.9775 |
|---|
| 244 | 99.9721 |
|---|
| 245 | 99.967 |
|---|
| 246 | 99.9689 |
|---|
| 247 | 99.9731 |
|---|
| 248 | 99.9778 |
|---|
| 249 | 99.9895 |
|---|
| 250 | 100.0017 |
|---|
| 251 | 100.0016 |
|---|
| 252 | 99.9946 |
|---|
| 253 | 99.9962 |
|---|
| 254 | 99.9975 |
|---|
| 255 | 100.0039 |
|---|
| 256 | 100.011 |
|---|
| 257 | 100.0096 |
|---|
| 258 | 100.0099 |
|---|
| 259 | 100.0117 |
|---|
| 260 | 100.0182 |
|---|
| 261 | 100.0146 |
|---|
| 262 | 100.0107 |
|---|
| 263 | 100.0089 |
|---|
| 264 | 100.0168 |
|---|
| 265 | 100.016 |
|---|
| 266 | 100.0155 |
|---|
| 267 | 100.0126 |
|---|
| 268 | 100.0159 |
|---|
| 269 | 100.0193 |
|---|
| 270 | 100.0106 |
|---|
| 271 | 100.0178 |
|---|
| 272 | 100.0163 |
|---|
| 273 | 100.0158 |
|---|
| 274 | 100.0021 |
|---|
| 275 | 100.0095 |
|---|
| 276 | 100.0089 |
|---|
| 277 | 100.0082 |
|---|
| 278 | 100.0052 |
|---|
| 279 | 100.0042 |
|---|
| 280 | 100.0116 |
|---|
| 281 | 100.0136 |
|---|
| 282 | 100.0165 |
|---|
| 283 | 100.0137 |
|---|
| 284 | 100.0209 |
|---|
| 285 | 100.0222 |
|---|
| 286 | 100.0202 |
|---|
| 287 | 100.0255 |
|---|
| 288 | 100.0292 |
|---|
| 289 | 100.0331 |
|---|
| 290 | 100.0315 |
|---|
| 291 | 100.029 |
|---|
| 292 | 100.0318 |
|---|
| 293 | 100.0304 |
|---|
| 294 | 100.0277 |
|---|
| 295 | 100.0242 |
|---|
| 296 | 100.0285 |
|---|
| 297 | 100.0301 |
|---|
| 298 | 100.0278 |
|---|
| 299 | 100.0285 |
|---|
| 300 | 100.0295 |
|---|
| 301 | 100.0332 |
|---|
| 302 | 100.0379 |
|---|
| 303 | 100.0422 |
|---|
| 304 | 100.0347 |
|---|
| 305 | 100.0331 |
|---|
| 306 | 100.036 |
|---|
| 307 | 100.0307 |
|---|
| 308 | 100.0307 |
|---|
| 309 | 100.0287 |
|---|
| 310 | 100.0307 |
|---|
| 311 | 100.0351 |
|---|
| 312 | 100.036 |
|---|
| 313 | 100.0295 |
|---|
| 314 | 100.0212 |
|---|
| 315 | 100.0183 |
|---|
| 316 | 100.0241 |
|---|
| 317 | 100.0301 |
|---|
| 318 | 100.032 |
|---|
| 319 | 100.0361 |
|---|
| 320 | 100.0317 |
|---|
| 321 | 100.0282 |
|---|
| 322 | 100.026 |
|---|
| 323 | 100.0332 |
|---|
| 324 | 100.0319 |
|---|
| 325 | 100.0204 |
|---|
| 326 | 100.0219 |
|---|
| 327 | 100.0221 |
|---|
| 328 | 100.0183 |
|---|
| 329 | 100.0107 |
|---|
| 330 | 100.0112 |
|---|
| 331 | 100.015 |
|---|
| 332 | 100.0125 |
|---|
| 333 | 100.0142 |
|---|
| 334 | 100.0173 |
|---|
| 335 | 100.0146 |
|---|
| 336 | 100.0142 |
|---|
| 337 | 100.017 |
|---|
| 338 | 100.0151 |
|---|
| 339 | 100.0162 |
|---|
| 340 | 100.0193 |
|---|
| 341 | 100.0186 |
|---|
| 342 | 100.0175 |
|---|
| 343 | 100.0197 |
|---|
| 344 | 100.0171 |
|---|
| 345 | 100.0181 |
|---|
| 346 | 100.0183 |
|---|
| 347 | 100.0192 |
|---|
| 348 | 100.0216 |
|---|
| 349 | 100.017 |
|---|
| 350 | 100.0173 |
|---|
| 351 | 100.0209 |
|---|
| 352 | 100.021 |
|---|
| 353 | 100.0251 |
|---|
| 354 | 100.0228 |
|---|
| 355 | 100.0175 |
|---|
| 356 | 100.0146 |
|---|
| 357 | 100.0133 |
|---|
| 358 | 100.0066 |
|---|
| 359 | 100.0047 |
|---|
| 360 | 100.0116 |
|---|
| 361 | 100.0106 |
|---|
| 362 | 100.0089 |
|---|
| 363 | 100.0061 |
|---|
| 364 | 100.0145 |
|---|
| 365 | 100.0102 |
|---|
| 366 | 100.0076 |
|---|
| +0.06% |
| 0.54 |
| 33 |
| 10.07 → 31.07 | Long | 66.7% | +0.02% | 0.72 | 33 |