Over 2011 to 2025 (15 years of data), IFXDEEUR has tended to move short between 23.07 and 03.09, closing higher in 80.0% of those years for an average +4.31% move and an annualized Sharpe of 1.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 03.09 | Short | 80.0% | +4.31% | 1.14 | 15 |
| 21.07 → 03.09 | Short | 80.0% | +4.20% | 1.02 | 15 |
| 22.07 → 03.09 | Short | 80.0% | +4.14% | 1.04 | 15 |
| 20.07 → 03.08 | Short | 80.0% | +3.97% | 2.35 | 15 |
| 21.07 → 03.08 | Short | 80.0% | +3.89% | 2.71 | 15 |
| 21.07 → 02.08 | Short | 80.0% | +3.35% | 2.59 | 15 |
| 20.07 → 28.08 | Short | 80.0% | +3.27% | 0.90 | 15 |
| 20.07 → 29.08 | Short | 80.0% | +3.10% | 0.88 | 15 |