Over 2011 to 2025 (15 years of data), SAPDEEUR has tended to move long between 27.08 and 26.10, closing higher in 73.3% of those years for an average +3.05% move and an annualized Sharpe of 0.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 26.10 | Long | 73.3% | +3.05% | 0.47 | 15 |
| 24.08 → 31.08 | Long | 73.3% | +1.02% | 2.66 | 15 |
| 22.08 → 01.09 | Long | 73.3% | +0.91% | 1.20 | 15 |
| 26.08 → 31.08 | Long | 73.3% | +0.91% | 2.77 | 15 |
| 23.08 → 31.08 | Long | 73.3% | +0.90% | 1.84 | 15 |
| 24.08 → 01.09 | Long | 73.3% | +0.82% | 1.94 | 15 |
| 26.08 → 01.09 | Long | 73.3% | +0.72% | 1.86 | 15 |
| 23.08 → 01.09 | Long | 73.3% | +0.70% | 1.32 | 15 |