Over 2022 to 2025 (4 years of data), SRTDEEUR has tended to move long between 07.07 and 11.07, closing higher in 100.0% of those years for an average +3.67% move and an annualized Sharpe of 18.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.07 | Long | 100.0% | +3.67% | 18.46 | 4 |
| 07.07 → 12.07 | Long | 100.0% | +3.06% | 15.62 | 4 |
| 07.07 → 10.07 | Long | 100.0% | +2.49% | 9.75 | 4 |
| 09.07 → 12.07 | Long | 100.0% | +1.97% | 17.86 | 4 |
| 12.07 → 15.07 | Short | 100.0% | +1.96% | 9.81 | 4 |
| 12.07 → 16.07 | Short | 100.0% | +1.95% | 8.38 | 4 |
| 07.07 → 16.08 | Long | 75.0% | +9.29% | 1.90 | 4 |
| 07.07 → 30.07 | Long | 75.0% | +9.13% | 2.25 | 4 |