Over 2022 to 2025 (4 years of data), PUMDEEUR has tended to move long between 09.07 and 23.07, closing higher in 100.0% of those years for an average +6.52% move and an annualized Sharpe of 13.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 23.07 | Long | 100.0% | +6.52% | 13.76 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +6.48% | 13.11 | 4 |
| 10.07 → 23.07 | Long | 100.0% | +6.10% | 11.13 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +6.07% | 9.50 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +5.93% | 8.71 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +5.87% | 10.61 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +5.77% | 9.00 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +5.73% | 9.51 | 4 |