Over 2022 to 2025 (4 years of data), SY1DEEUR has tended to move short between 11.07 and 08.08, closing higher in 100.0% of those years for an average +4.90% move and an annualized Sharpe of 3.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 08.08 | Short | 100.0% | +4.90% | 3.75 | 4 |
| 07.07 → 08.08 | Short | 100.0% | +4.48% | 2.66 | 4 |
| 11.07 → 06.08 | Short | 100.0% | +4.44% | 3.59 | 4 |
| 11.07 → 05.08 | Short | 100.0% | +4.33% | 3.23 | 4 |
| 11.07 → 02.08 | Short | 100.0% | +4.28% | 2.78 | 4 |
| 11.07 → 04.08 | Short | 100.0% | +3.65% | 3.05 | 4 |
| 13.07 → 17.07 | Short | 100.0% | +1.11% | 6.71 | 4 |
| 13.07 → 16.07 | Short | 100.0% | +1.01% | 18.12 | 4 |