Over 2011 to 2025 (15 years of data), IFXDEEUR has tended to move long between 22.08 and 31.08, closing higher in 73.3% of those years for an average +1.65% move and an annualized Sharpe of 1.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 31.08 | Long | 73.3% | +1.65% | 1.77 | 15 |
| 22.08 → 02.09 | Long | 73.3% | +1.47% | 1.36 | 15 |
| 22.08 → 26.08 | Long | 73.3% | +1.42% | 3.72 | 15 |
| 22.08 → 01.09 | Long | 73.3% | +1.34% | 1.34 | 15 |
| 27.08 → 31.08 | Long | 73.3% | +0.42% | 1.61 | 15 |
| 22.08 → 14.09 | Long | 66.7% | +3.39% | 1.24 | 15 |
| 25.08 → 15.09 | Long | 66.7% | +3.14% | 1.18 | 15 |
| 25.08 → 14.09 | Long | 66.7% | +2.90% | 1.15 | 15 |