Over 2013 to 2025 (13 years of data), PSMDEEUR has tended to move short between 26.08 and 30.08, closing higher in 76.9% of those years for an average +1.31% move and an annualized Sharpe of 2.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 30.08 | Short | 76.9% | +1.31% | 2.19 | 13 |
| 27.08 → 26.10 | Short | 69.2% | +4.48% | 0.63 | 13 |
| 27.08 → 09.10 | Short | 69.2% | +4.22% | 0.86 | 13 |
| 25.08 → 09.10 | Short | 69.2% | +4.05% | 0.77 | 13 |
| 27.08 → 25.10 | Short | 69.2% | +3.91% | 0.55 | 13 |
| 26.08 → 09.10 | Short | 69.2% | +3.85% | 0.74 | 13 |
| 23.08 → 09.10 | Short | 69.2% | +3.55% | 0.59 | 13 |
| 24.08 → 09.10 | Short | 69.2% | +3.51% | 0.59 | 13 |