Over 2011 to 2025 (15 years of data), HEN3DEEUR has tended to move long between 12.07 and 18.07, closing higher in 86.7% of those years for an average +1.21% move and an annualized Sharpe of 5.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 18.07 | Long | 86.7% | +1.21% | 5.04 | 15 |
| 13.07 → 18.07 | Long | 86.7% | +1.09% | 5.51 | 15 |
| 08.07 → 18.07 | Long | 80.0% | +1.28% | 2.70 | 15 |
| 12.07 → 15.07 | Long | 80.0% | +0.77% | 6.55 | 15 |
| 13.07 → 17.07 | Long | 80.0% | +0.74% | 5.47 | 15 |
| 07.07 → 18.07 | Long | 73.3% | +1.52% | 2.62 | 15 |
| 11.07 → 18.07 | Long | 73.3% | +1.19% | 4.18 | 15 |
| 07.07 → 17.07 | Long | 73.3% | +1.17% | 2.38 | 15 |