Over 2001 to 2025 (25 years of data), PLNDKK has tended to move long between 12.08 and 18.08, closing higher in 85.7% of those years for an average +1.28% move and an annualized Sharpe of 4.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 18.08 | Long | 85.7% | +1.28% | 4.97 | 14 |
| 14.08 → 17.08 | Long | 85.7% | +0.98% | 6.85 | 14 |
| 14.08 → 18.08 | Long | 85.7% | +0.94% | 7.55 | 14 |
| 15.08 → 18.08 | Long | 85.7% | +0.85% | 7.61 | 14 |
| 12.08 → 26.09 | Long | 80.0% | +2.38% | 1.84 | 15 |
| 12.08 → 21.09 | Long | 80.0% | +2.19% | 1.98 | 15 |
| 12.08 → 20.09 | Long | 80.0% | +2.16% | 1.67 | 15 |
| 12.08 → 03.10 | Long | 80.0% | +2.06% | 1.19 | 15 |