Over 2020 to 2025 (6 years of data), TECDAXEDEEUR has tended to move long between 07.07 and 29.07, closing higher in 80.0% of those years for an average +2.55% move and an annualized Sharpe of 2.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 80.0% | +2.55% | 2.75 | 5 |
| 10.07 → 29.07 | Long | 80.0% | +2.48% | 3.33 | 5 |
| 10.07 → 30.07 | Long | 80.0% | +2.40% | 2.62 | 5 |
| 10.07 → 31.07 | Long | 80.0% | +1.99% | 1.74 | 5 |
| 13.07 → 29.07 | Long | 80.0% | +1.91% | 2.52 | 5 |
| 13.07 → 28.07 | Long | 80.0% | +1.74% | 2.28 | 5 |
| 10.07 → 23.07 | Long | 80.0% | +1.13% | 2.37 | 5 |
| 10.07 → 21.07 | Long | 80.0% | +1.10% | 2.79 | 5 |