Over 2011 to 2025 (15 years of data), TKADEEUR has tended to move short between 09.07 and 21.08, closing higher in 80.0% of those years for an average +4.74% move and an annualized Sharpe of 0.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 21.08 | Short | 80.0% | +4.74% | 0.76 | 15 |
| 08.07 → 21.08 | Short | 80.0% | +3.99% | 0.58 | 15 |
| 13.07 → 20.08 | Short | 73.3% | +6.82% | 1.32 | 15 |
| 13.07 → 22.08 | Short | 73.3% | +6.59% | 1.27 | 15 |
| 12.07 → 20.08 | Short | 73.3% | +6.33% | 1.21 | 15 |
| 13.07 → 21.08 | Short | 73.3% | +6.30% | 1.23 | 15 |
| 12.07 → 22.08 | Short | 73.3% | +6.10% | 1.16 | 15 |
| 13.07 → 18.08 | Short | 73.3% | +6.02% | 1.20 | 15 |