Over 2011 to 2025 (15 years of data), MRKDEEUR has tended to move long between 23.07 and 13.08, closing higher in 80.0% of those years for an average +1.27% move and an annualized Sharpe of 0.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 13.08 | Long | 80.0% | +1.27% | 0.62 | 15 |
| 23.07 → 14.08 | Long | 73.3% | +1.45% | 0.67 | 15 |
| 22.07 → 29.07 | Long | 73.3% | +1.37% | 2.20 | 15 |
| 22.07 → 13.08 | Long | 73.3% | +1.29% | 0.59 | 15 |
| 22.07 → 28.07 | Long | 73.3% | +1.24% | 2.16 | 15 |
| 26.07 → 29.07 | Long | 73.3% | +0.91% | 3.23 | 15 |
| 24.07 → 05.08 | Long | 73.3% | +0.82% | 0.68 | 15 |
| 27.07 → 30.07 | Long | 73.3% | +0.19% | 1.19 | 15 |