Over 2011 to 2025 (15 years of data), VOW3DEEUR has tended to move short between 27.07 and 04.09, closing higher in 93.3% of those years for an average +5.42% move and an annualized Sharpe of 1.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 04.09 | Short | 93.3% | +5.42% | 1.66 | 15 |
| 26.07 → 04.09 | Short | 86.7% | +5.42% | 1.55 | 15 |
| 28.07 → 04.09 | Short | 86.7% | +5.17% | 1.72 | 15 |
| 27.07 → 03.09 | Short | 80.0% | +5.11% | 1.61 | 15 |
| 22.07 → 04.09 | Short | 80.0% | +4.97% | 1.29 | 15 |
| 28.07 → 03.09 | Short | 80.0% | +4.86% | 1.66 | 15 |
| 27.07 → 02.09 | Short | 80.0% | +4.70% | 1.48 | 15 |
| 23.07 → 04.09 | Short | 80.0% | +4.54% | 1.13 | 15 |