Over 2011 to 2025 (15 years of data), VWSDKDKK has tended to move long between 11.07 and 21.07, closing higher in 80.0% of those years for an average +3.62% move and an annualized Sharpe of 3.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Long | 80.0% | +3.62% | 3.50 | 15 |
| 08.07 → 12.07 | Long | 80.0% | +1.27% | 2.31 | 15 |
| 10.07 → 04.08 | Long | 73.3% | +4.67% | 1.27 | 15 |
| 10.07 → 03.08 | Long | 73.3% | +4.17% | 1.24 | 15 |
| 10.07 → 22.07 | Long | 73.3% | +4.13% | 3.11 | 15 |
| 10.07 → 31.07 | Long | 73.3% | +4.02% | 1.56 | 15 |
| 11.07 → 31.07 | Long | 73.3% | +3.99% | 1.68 | 15 |
| 10.07 → 21.07 | Long | 73.3% | +3.62% | 3.29 | 15 |