Over 1990 to 2025 (36 years of data), USDDKK has tended to move short between 07.07 and 04.08, closing higher in 69.4% of those years for an average +0.82% move and an annualized Sharpe of 1.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 04.08 | Short | 69.4% | +0.82% | 1.11 | 36 |
| 07.07 → 26.07 | Short | 69.4% | +0.70% | 1.64 | 36 |
| 08.07 → 19.07 | Short | 69.4% | +0.66% | 2.67 | 36 |
| 11.07 → 19.07 | Short | 69.4% | +0.65% | 2.90 | 36 |
| 07.07 → 13.07 | Short | 69.4% | +0.26% | 1.80 | 36 |
| 07.07 → 03.08 | Short | 66.7% | +0.76% | 1.06 | 36 |
| 09.07 → 04.08 | Short | 66.7% | +0.72% | 1.03 | 36 |
| 11.07 → 20.07 | Short | 66.7% | +0.70% | 2.78 | 36 |