Over 2011 to 2025 (15 years of data), TKADEEUR has tended to move short between 22.07 and 20.08, closing higher in 80.0% of those years for an average +8.09% move and an annualized Sharpe of 2.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 20.08 | Short | 80.0% | +8.09% | 2.03 | 15 |
| 25.07 → 20.08 | Short | 80.0% | +7.96% | 2.03 | 15 |
| 28.07 → 20.08 | Short | 80.0% | +7.88% | 2.51 | 15 |
| 22.07 → 21.08 | Short | 80.0% | +7.83% | 1.85 | 15 |
| 27.07 → 20.08 | Short | 80.0% | +7.83% | 2.26 | 15 |
| 24.07 → 20.08 | Short | 80.0% | +7.75% | 1.98 | 15 |
| 23.07 → 20.08 | Short | 80.0% | +7.71% | 1.99 | 15 |
| 22.07 → 22.08 | Short | 80.0% | +7.70% | 1.76 | 15 |