Over 2020 to 2025 (6 years of data), CRGIEEUR has tended to move long between 07.07 and 15.08, closing higher in 60.0% of those years for an average +6.49% move and an annualized Sharpe of 2.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.08 | Long | 60.0% | +6.49% | 2.47 | 5 |
| 07.07 → 14.08 | Long | 60.0% | +6.25% | 2.66 | 5 |
| 07.07 → 11.08 | Long | 60.0% | +6.24% | 2.89 | 5 |
| 07.07 → 13.08 | Long | 60.0% | +6.15% | 2.77 | 5 |
| 07.07 → 12.08 | Long | 60.0% | +6.07% | 2.79 | 5 |
| 07.07 → 25.08 | Long | 60.0% | +6.00% | 2.55 | 5 |
| 07.07 → 28.08 | Long | 60.0% | +5.97% | 2.47 | 5 |
| 07.07 → 27.08 | Long | 60.0% | +5.94% | 2.48 | 5 |