Over 2011 to 2025 (15 years of data), SAPDEEUR has tended to move long between 13.08 and 31.08, closing higher in 80.0% of those years for an average +0.53% move and an annualized Sharpe of 0.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.08 → 31.08 | Long | 80.0% | +0.53% | 0.55 | 15 |
| 13.08 → 01.09 | Long | 80.0% | +0.36% | 0.31 | 15 |
| 12.08 → 31.08 | Long | 73.3% | +0.60% | 0.50 | 15 |
| 12.08 → 01.09 | Long | 73.3% | +0.43% | 0.31 | 15 |
| 12.08 → 02.09 | Long | 73.3% | +0.36% | 0.27 | 15 |
| 12.08 → 09.09 | Long | 73.3% | -0.05% | -0.03 | 15 |
| 15.08 → 04.10 | Short | 66.7% | +1.21% | 0.65 | 15 |
| 17.08 → 25.09 | Short | 66.7% | +1.12% | 0.58 | 15 |