Over 2011 to 2025 (15 years of data), CABKESEUR has tended to move long between 17.07 and 25.07, closing higher in 80.0% of those years for an average +2.14% move and an annualized Sharpe of 2.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 25.07 | Long | 80.0% | +2.14% | 2.99 | 15 |
| 12.07 → 09.09 | Long | 73.3% | +3.84% | 0.59 | 15 |
| 15.07 → 16.08 | Long | 73.3% | +3.23% | 0.76 | 15 |
| 17.07 → 17.08 | Long | 73.3% | +3.10% | 0.71 | 15 |
| 15.07 → 17.08 | Long | 73.3% | +3.09% | 0.72 | 15 |
| 16.07 → 16.08 | Long | 73.3% | +2.99% | 0.72 | 15 |
| 16.07 → 17.08 | Long | 73.3% | +2.85% | 0.67 | 15 |
| 17.07 → 25.08 | Long | 73.3% | +2.84% | 0.55 | 15 |