Over 2022 to 2025 (4 years of data), HFGDEEUR has tended to move short between 07.07 and 13.08, closing higher in 100.0% of those years for an average +7.58% move and an annualized Sharpe of 2.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 13.08 | Short | 100.0% | +7.58% | 2.87 | 4 |
| 07.07 → 15.07 | Short | 100.0% | +7.26% | 18.08 | 4 |
| 07.07 → 12.08 | Short | 100.0% | +6.83% | 3.09 | 4 |
| 08.07 → 15.07 | Short | 100.0% | +6.46% | 16.77 | 4 |
| 07.07 → 19.07 | Short | 100.0% | +6.22% | 5.89 | 4 |
| 09.07 → 15.07 | Short | 100.0% | +6.12% | 14.77 | 4 |
| 07.07 → 13.07 | Short | 100.0% | +5.44% | 20.59 | 4 |
| 08.07 → 19.07 | Short | 100.0% | +5.38% | 4.88 | 4 |