Over 2011 to 2025 (15 years of data), CABKESEUR has tended to move long between 10.07 and 15.08, closing higher in 80.0% of those years for an average +2.63% move and an annualized Sharpe of 0.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 15.08 | Long | 80.0% | +2.63% | 0.60 | 15 |
| 10.07 → 26.07 | Long | 80.0% | +1.91% | 1.35 | 15 |
| 10.07 → 28.07 | Long | 80.0% | +1.66% | 1.09 | 15 |
| 10.07 → 19.08 | Long | 80.0% | +1.51% | 0.32 | 15 |
| 10.07 → 20.08 | Long | 80.0% | +1.17% | 0.25 | 15 |
| 12.07 → 17.08 | Long | 73.3% | +3.50% | 0.74 | 15 |
| 12.07 → 16.08 | Long | 73.3% | +3.43% | 0.78 | 15 |
| 12.07 → 15.08 | Long | 73.3% | +3.34% | 0.77 | 15 |