Over 2011 to 2025 (15 years of data), MRKDEEUR has tended to move long between 07.07 and 23.07, closing higher in 93.3% of those years for an average +2.83% move and an annualized Sharpe of 3.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 23.07 | Long | 93.3% | +2.83% | 3.96 | 15 |
| 08.07 → 23.07 | Long | 93.3% | +2.56% | 4.07 | 15 |
| 11.07 → 23.07 | Long | 93.3% | +2.24% | 4.75 | 15 |
| 11.07 → 24.07 | Long | 93.3% | +1.97% | 3.78 | 15 |
| 07.07 → 28.07 | Long | 86.7% | +3.22% | 2.44 | 15 |
| 08.07 → 28.07 | Long | 86.7% | +2.95% | 2.39 | 15 |
| 07.07 → 27.07 | Long | 86.7% | +2.87% | 2.32 | 15 |
| 09.07 → 28.07 | Long | 86.7% | +2.63% | 2.14 | 15 |