Over 2011 to 2025 (15 years of data), IFXDEEUR has tended to move long between 08.07 and 19.07, closing higher in 80.0% of those years for an average +3.33% move and an annualized Sharpe of 2.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 19.07 | Long | 80.0% | +3.33% | 2.89 | 15 |
| 08.07 → 18.07 | Long | 80.0% | +3.26% | 3.33 | 15 |
| 08.07 → 17.07 | Long | 80.0% | +2.54% | 2.76 | 15 |
| 09.07 → 19.07 | Long | 80.0% | +2.46% | 2.38 | 15 |
| 09.07 → 18.07 | Long | 80.0% | +2.39% | 2.75 | 15 |
| 08.07 → 12.07 | Long | 80.0% | +2.13% | 4.11 | 15 |
| 07.07 → 14.07 | Long | 80.0% | +1.88% | 2.22 | 15 |
| 09.07 → 17.07 | Long | 80.0% | +1.68% | 2.06 | 15 |