Over 2011 to 2025 (15 years of data), RWEDEEUR has tended to move short between 28.07 and 04.09, closing higher in 73.3% of those years for an average +4.12% move and an annualized Sharpe of 0.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 04.09 | Short | 73.3% | +4.12% | 0.75 | 15 |
| 23.07 → 03.08 | Short | 73.3% | +1.99% | 2.21 | 15 |
| 23.07 → 02.08 | Short | 73.3% | +1.72% | 2.24 | 15 |
| 22.07 → 02.08 | Short | 73.3% | +1.21% | 1.41 | 15 |
| 22.07 → 26.07 | Long | 73.3% | +0.47% | 1.64 | 15 |
| 28.07 → 05.09 | Short | 66.7% | +4.08% | 0.75 | 15 |
| 27.07 → 04.09 | Short | 66.7% | +4.04% | 0.70 | 15 |
| 28.07 → 30.08 | Short | 66.7% | +4.03% | 0.91 | 15 |