Over 2011 to 2025 (15 years of data), SDFDEEUR has tended to move short between 16.07 and 20.08, closing higher in 73.3% of those years for an average +7.07% move and an annualized Sharpe of 1.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.07 → 20.08 | Short | 73.3% | +7.07% | 1.68 | 15 |
| 15.07 → 20.08 | Short | 73.3% | +7.04% | 1.66 | 15 |
| 16.07 → 21.08 | Short | 73.3% | +6.98% | 1.67 | 15 |
| 16.07 → 03.09 | Short | 73.3% | +6.96% | 1.37 | 15 |
| 15.07 → 21.08 | Short | 73.3% | +6.95% | 1.65 | 15 |
| 15.07 → 03.09 | Short | 73.3% | +6.93% | 1.34 | 15 |
| 17.07 → 20.08 | Short | 73.3% | +6.89% | 1.74 | 15 |
| 17.07 → 21.08 | Short | 73.3% | +6.79% | 1.72 | 15 |