Over 2011 to 2025 (15 years of data), PAH3DEEUR has tended to move long between 07.07 and 15.07, closing higher in 86.7% of those years for an average +2.23% move and an annualized Sharpe of 4.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.07 | Long | 86.7% | +2.23% | 4.48 | 15 |
| 10.07 → 18.07 | Long | 86.7% | +2.15% | 4.01 | 15 |
| 11.07 → 16.07 | Long | 86.7% | +1.71% | 4.81 | 15 |
| 08.07 → 22.07 | Long | 80.0% | +2.69% | 3.17 | 15 |
| 08.07 → 19.07 | Long | 80.0% | +2.46% | 3.94 | 15 |
| 11.07 → 18.07 | Long | 80.0% | +2.27% | 3.97 | 15 |
| 08.07 → 17.07 | Long | 80.0% | +2.18% | 4.11 | 15 |
| 07.07 → 17.07 | Long | 80.0% | +2.17% | 3.38 | 15 |