Over 2022 to 2025 (4 years of data), HFGDEEUR has tended to move long between 26.07 and 31.07, closing higher in 100.0% of those years for an average +3.69% move and an annualized Sharpe of 14.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 31.07 | Long | 100.0% | +3.69% | 14.03 | 4 |
| 26.07 → 01.08 | Long | 100.0% | +2.31% | 7.38 | 4 |
| 22.07 → 14.09 | Long | 75.0% | +20.75% | 1.76 | 4 |
| 22.07 → 15.09 | Long | 75.0% | +20.16% | 1.74 | 4 |
| 22.07 → 13.09 | Long | 75.0% | +19.10% | 1.76 | 4 |
| 22.07 → 16.09 | Long | 75.0% | +18.34% | 1.57 | 4 |
| 22.07 → 12.09 | Long | 75.0% | +16.99% | 1.73 | 4 |
| 27.07 → 14.09 | Long | 75.0% | +16.72% | 1.65 | 4 |