Over 2011 to 2025 (15 years of data), SAPDEEUR has tended to move long between 07.07 and 27.07, closing higher in 80.0% of those years for an average +2.89% move and an annualized Sharpe of 1.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.07 | Long | 80.0% | +2.89% | 1.65 | 15 |
| 11.07 → 16.07 | Long | 80.0% | +1.94% | 5.29 | 15 |
| 11.07 → 15.07 | Long | 80.0% | +1.69% | 5.62 | 15 |
| 12.07 → 16.07 | Long | 80.0% | +1.47% | 5.15 | 15 |
| 12.07 → 15.07 | Long | 80.0% | +1.21% | 5.61 | 15 |
| 07.07 → 28.07 | Long | 73.3% | +2.97% | 1.68 | 15 |
| 08.07 → 28.07 | Long | 73.3% | +2.86% | 1.61 | 15 |
| 08.07 → 27.07 | Long | 73.3% | +2.77% | 1.56 | 15 |