Over 2013 to 2025 (13 years of data), PSMDEEUR has tended to move short between 13.07 and 06.09, closing higher in 84.6% of those years for an average +5.96% move and an annualized Sharpe of 1.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 06.09 | Short | 84.6% | +5.96% | 1.48 | 13 |
| 13.07 → 05.09 | Short | 84.6% | +5.57% | 1.53 | 13 |
| 13.07 → 03.09 | Short | 84.6% | +5.08% | 1.28 | 13 |
| 13.07 → 07.09 | Short | 76.9% | +5.99% | 1.44 | 13 |
| 13.07 → 31.08 | Short | 76.9% | +5.82% | 1.63 | 13 |
| 13.07 → 01.09 | Short | 76.9% | +5.54% | 1.65 | 13 |
| 12.07 → 31.08 | Short | 76.9% | +5.48% | 1.48 | 13 |
| 13.07 → 09.09 | Short | 76.9% | +5.40% | 1.29 | 13 |