Over 2011 to 2025 (15 years of data), VOW3DEEUR has tended to move long between 07.07 and 12.07, closing higher in 80.0% of those years for an average +1.99% move and an annualized Sharpe of 4.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.07 | Long | 80.0% | +1.99% | 4.79 | 15 |
| 08.07 → 15.07 | Long | 80.0% | +1.83% | 3.65 | 15 |
| 07.07 → 11.07 | Long | 80.0% | +1.59% | 4.29 | 15 |
| 10.07 → 14.07 | Long | 80.0% | +1.39% | 4.52 | 15 |
| 13.07 → 04.09 | Short | 73.3% | +4.92% | 1.02 | 15 |
| 13.07 → 01.08 | Short | 73.3% | +3.13% | 1.56 | 15 |
| 09.07 → 02.08 | Short | 73.3% | +2.60% | 1.12 | 15 |
| 07.07 → 18.07 | Long | 73.3% | +2.46% | 2.69 | 15 |