Over 2011 to 2025 (15 years of data), CBKDEEUR has tended to move long between 22.08 and 06.10, closing higher in 86.7% of those years for an average +5.00% move and an annualized Sharpe of 1.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 06.10 | Long | 86.7% | +5.00% | 1.19 | 15 |
| 24.08 → 15.09 | Long | 80.0% | +7.85% | 2.26 | 15 |
| 24.08 → 22.10 | Long | 80.0% | +7.82% | 1.23 | 15 |
| 22.08 → 21.10 | Long | 80.0% | +7.63% | 1.19 | 15 |
| 24.08 → 21.10 | Long | 80.0% | +7.31% | 1.16 | 15 |
| 24.08 → 14.09 | Long | 80.0% | +7.22% | 2.18 | 15 |
| 24.08 → 13.09 | Long | 80.0% | +6.93% | 2.14 | 15 |
| 25.08 → 22.10 | Long | 80.0% | +6.84% | 1.08 | 15 |