Over 2011 to 2025 (15 years of data), SDFDEEUR has tended to move short between 07.07 and 21.08, closing higher in 73.3% of those years for an average +6.68% move and an annualized Sharpe of 1.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 21.08 | Short | 73.3% | +6.68% | 1.37 | 15 |
| 07.07 → 22.08 | Short | 73.3% | +6.63% | 1.35 | 15 |
| 07.07 → 20.08 | Short | 73.3% | +6.61% | 1.31 | 15 |
| 09.07 → 21.08 | Short | 73.3% | +6.54% | 1.33 | 15 |
| 08.07 → 22.08 | Short | 73.3% | +6.52% | 1.35 | 15 |
| 09.07 → 22.08 | Short | 73.3% | +6.51% | 1.33 | 15 |
| 13.07 → 07.09 | Short | 73.3% | +6.10% | 1.17 | 15 |
| 13.07 → 08.09 | Short | 73.3% | +5.75% | 1.16 | 15 |