Over 2013 to 2025 (13 years of data), PSMDEEUR has tended to move short between 25.07 and 01.09, closing higher in 84.6% of those years for an average +5.18% move and an annualized Sharpe of 1.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 01.09 | Short | 84.6% | +5.18% | 1.67 | 13 |
| 25.07 → 30.08 | Short | 84.6% | +5.11% | 1.78 | 13 |
| 25.07 → 02.09 | Short | 84.6% | +4.92% | 1.78 | 13 |
| 25.07 → 31.08 | Short | 84.6% | +4.77% | 1.64 | 13 |
| 25.07 → 29.08 | Short | 84.6% | +4.56% | 1.44 | 13 |
| 28.07 → 30.08 | Short | 84.6% | +4.56% | 1.62 | 13 |
| 25.07 → 10.09 | Short | 84.6% | +4.49% | 1.14 | 13 |
| 28.07 → 10.09 | Short | 84.6% | +3.94% | 1.01 | 13 |