Over 2022 to 2025 (4 years of data), SY1DEEUR has tended to move short between 16.08 and 26.09, closing higher in 75.0% of those years for an average +3.23% move and an annualized Sharpe of 1.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 26.09 | Short | 75.0% | +3.23% | 1.04 | 4 |
| 16.08 → 03.10 | Short | 75.0% | +3.19% | 0.99 | 4 |
| 16.08 → 24.09 | Short | 75.0% | +3.17% | 1.14 | 4 |
| 16.08 → 22.09 | Short | 75.0% | +3.10% | 1.09 | 4 |
| 16.08 → 29.09 | Short | 75.0% | +3.06% | 0.78 | 4 |
| 16.08 → 07.10 | Short | 75.0% | +3.04% | 1.01 | 4 |
| 16.08 → 19.09 | Short | 75.0% | +3.02% | 1.16 | 4 |
| 16.08 → 06.10 | Short | 75.0% | +2.98% | 1.07 | 4 |