Over 2022 to 2025 (4 years of data), PUMDEEUR has tended to move short between 26.08 and 14.10, closing higher in 100.0% of those years for an average +12.77% move and an annualized Sharpe of 2.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 14.10 | Short | 100.0% | +12.77% | 2.86 | 4 |
| 26.08 → 13.10 | Short | 100.0% | +12.45% | 2.72 | 4 |
| 26.08 → 12.10 | Short | 100.0% | +11.59% | 2.64 | 4 |
| 26.08 → 07.10 | Short | 100.0% | +11.03% | 2.74 | 4 |
| 26.08 → 11.10 | Short | 100.0% | +10.94% | 2.58 | 4 |
| 26.08 → 05.10 | Short | 100.0% | +9.78% | 2.66 | 4 |
| 26.08 → 06.10 | Short | 100.0% | +9.02% | 2.57 | 4 |
| 26.08 → 03.10 | Short | 100.0% | +7.89% | 1.87 | 4 |