Over 2011 to 2025 (15 years of data), SDFDEEUR has tended to move short between 27.08 and 17.10, closing higher in 80.0% of those years for an average +5.64% move and an annualized Sharpe of 1.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 17.10 | Short | 80.0% | +5.64% | 1.20 | 15 |
| 27.08 → 15.10 | Short | 80.0% | +5.50% | 1.21 | 15 |
| 27.08 → 20.10 | Short | 80.0% | +5.27% | 1.14 | 15 |
| 27.08 → 16.10 | Short | 80.0% | +5.19% | 1.10 | 15 |
| 25.08 → 17.10 | Short | 80.0% | +4.64% | 1.01 | 15 |
| 27.08 → 25.09 | Short | 80.0% | +3.91% | 1.32 | 15 |
| 27.08 → 28.09 | Short | 80.0% | +3.90% | 1.23 | 15 |
| 27.08 → 29.09 | Short | 80.0% | +3.79% | 1.14 | 15 |