Over 2011 to 2025 (15 years of data), HEIDEEUR has tended to move short between 28.07 and 24.09, closing higher in 80.0% of those years for an average +4.47% move and an annualized Sharpe of 0.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 24.09 | Short | 80.0% | +4.47% | 0.85 | 15 |
| 28.07 → 25.09 | Short | 80.0% | +4.40% | 0.83 | 15 |
| 22.07 → 03.09 | Short | 80.0% | +3.75% | 0.83 | 15 |
| 23.07 → 03.09 | Short | 80.0% | +3.70% | 0.84 | 15 |
| 28.07 → 23.09 | Short | 73.3% | +4.19% | 0.76 | 15 |
| 28.07 → 26.09 | Short | 73.3% | +4.17% | 0.78 | 15 |
| 27.07 → 24.09 | Short | 73.3% | +4.12% | 0.72 | 15 |
| 27.07 → 25.09 | Short | 73.3% | +4.05% | 0.71 | 15 |