Over 1990 to 2025 (36 years of data), USDDKK has tended to move short between 25.07 and 22.09, closing higher in 63.9% of those years for an average +0.40% move and an annualized Sharpe of 0.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 22.09 | Short | 63.9% | +0.40% | 0.31 | 36 |
| 24.07 → 22.09 | Short | 63.9% | +0.36% | 0.27 | 36 |
| 25.07 → 20.09 | Short | 63.9% | +0.24% | 0.18 | 36 |
| 25.07 → 14.09 | Short | 63.9% | +0.19% | 0.14 | 36 |
| 26.07 → 14.09 | Short | 63.9% | +0.10% | 0.08 | 36 |
| 22.07 → 03.08 | Short | 63.9% | +0.07% | 0.22 | 36 |
| 23.07 → 21.09 | Short | 62.9% | +0.31% | 0.22 | 35 |
| 28.07 → 18.08 | Long | 61.1% | +0.49% | 0.92 | 36 |