Over 2011 to 2025 (15 years of data), CBKDEEUR has tended to move long between 24.07 and 16.09, closing higher in 73.3% of those years for an average +5.43% move and an annualized Sharpe of 0.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 16.09 | Long | 73.3% | +5.43% | 0.57 | 15 |
| 24.07 → 14.09 | Long | 73.3% | +5.32% | 0.57 | 15 |
| 24.07 → 13.09 | Long | 73.3% | +4.96% | 0.56 | 15 |
| 24.07 → 17.09 | Long | 73.3% | +4.93% | 0.51 | 15 |
| 23.07 → 17.09 | Long | 73.3% | +4.83% | 0.51 | 15 |
| 22.07 → 13.09 | Long | 73.3% | +4.41% | 0.50 | 15 |
| 27.07 → 02.08 | Short | 73.3% | +1.85% | 2.21 | 15 |
| 28.07 → 02.08 | Short | 73.3% | +1.53% | 2.10 | 15 |