Over 2011 to 2025 (15 years of data), RWEDEEUR has tended to move long between 08.07 and 26.07, closing higher in 80.0% of those years for an average +2.00% move and an annualized Sharpe of 1.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 26.07 | Long | 80.0% | +2.00% | 1.80 | 15 |
| 10.07 → 26.07 | Long | 80.0% | +1.83% | 1.64 | 15 |
| 08.07 → 25.07 | Long | 80.0% | +1.64% | 1.48 | 15 |
| 11.07 → 26.07 | Long | 80.0% | +1.61% | 1.62 | 15 |
| 10.07 → 25.07 | Long | 80.0% | +1.46% | 1.36 | 15 |
| 11.07 → 25.07 | Long | 80.0% | +1.25% | 1.25 | 15 |
| 07.07 → 11.07 | Long | 80.0% | +0.90% | 2.33 | 15 |
| 11.07 → 02.08 | Short | 80.0% | +0.76% | 0.55 | 15 |