Over 2011 to 2025 (15 years of data), PAH3DEEUR has tended to move short between 13.07 and 20.08, closing higher in 80.0% of those years for an average +5.23% move and an annualized Sharpe of 1.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 20.08 | Short | 80.0% | +5.23% | 1.52 | 15 |
| 13.07 → 22.08 | Short | 80.0% | +4.92% | 1.26 | 15 |
| 13.07 → 21.08 | Short | 80.0% | +4.82% | 1.35 | 15 |
| 17.07 → 20.08 | Short | 73.3% | +5.61% | 1.66 | 15 |
| 16.07 → 20.08 | Short | 73.3% | +5.58% | 1.66 | 15 |
| 17.07 → 04.09 | Short | 73.3% | +5.43% | 1.46 | 15 |
| 16.07 → 04.09 | Short | 73.3% | +5.42% | 1.48 | 15 |
| 17.07 → 22.08 | Short | 73.3% | +5.29% | 1.39 | 15 |