Over 2011 to 2025 (15 years of data), HEIDEEUR has tended to move long between 08.07 and 11.07, closing higher in 80.0% of those years for an average +1.33% move and an annualized Sharpe of 3.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 11.07 | Long | 80.0% | +1.33% | 3.86 | 15 |
| 13.07 → 04.09 | Short | 73.3% | +3.67% | 0.74 | 15 |
| 12.07 → 04.09 | Short | 73.3% | +3.28% | 0.65 | 15 |
| 13.07 → 27.08 | Short | 73.3% | +2.98% | 0.66 | 15 |
| 12.07 → 27.08 | Short | 73.3% | +2.58% | 0.56 | 15 |
| 11.07 → 26.08 | Short | 73.3% | +2.13% | 0.46 | 15 |
| 07.07 → 27.07 | Long | 73.3% | +1.71% | 0.94 | 15 |
| 13.07 → 24.07 | Short | 73.3% | +0.14% | 0.22 | 15 |