Over 2020 to 2025 (6 years of data), TECDAXEDEEUR has tended to move long between 25.07 and 30.07, closing higher in 100.0% of those years for an average +2.42% move and an annualized Sharpe of 15.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 30.07 | Long | 100.0% | +2.42% | 15.58 | 5 |
| 25.07 → 31.07 | Long | 100.0% | +2.38% | 12.59 | 5 |
| 22.07 → 30.07 | Long | 100.0% | +2.23% | 10.83 | 5 |
| 24.07 → 30.07 | Long | 100.0% | +2.11% | 10.76 | 5 |
| 25.07 → 29.07 | Long | 100.0% | +2.10% | 15.43 | 5 |
| 26.07 → 30.07 | Long | 100.0% | +1.93% | 10.92 | 5 |
| 23.07 → 30.07 | Long | 100.0% | +1.87% | 7.61 | 5 |
| 27.07 → 30.07 | Long | 100.0% | +1.85% | 9.70 | 5 |