Over 2011 to 2025 (15 years of data), CBKDEEUR has tended to move long between 12.07 and 24.07, closing higher in 80.0% of those years for an average +2.38% move and an annualized Sharpe of 2.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 24.07 | Long | 80.0% | +2.38% | 2.19 | 15 |
| 12.07 → 25.07 | Long | 80.0% | +2.23% | 2.07 | 15 |
| 11.07 → 24.07 | Long | 80.0% | +1.88% | 1.79 | 15 |
| 12.07 → 22.07 | Long | 73.3% | +2.18% | 2.52 | 15 |
| 10.07 → 31.07 | Long | 73.3% | +2.10% | 1.20 | 15 |
| 08.07 → 28.07 | Long | 73.3% | +2.06% | 1.52 | 15 |
| 10.07 → 24.07 | Long | 73.3% | +2.04% | 1.60 | 15 |
| 10.07 → 30.07 | Long | 73.3% | +2.03% | 1.41 | 15 |