Over 2020 to 2025 (6 years of data), CRGIEEUR has tended to move long between 24.07 and 16.08, closing higher in 100.0% of those years for an average +7.30% move and an annualized Sharpe of 5.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 16.08 | Long | 100.0% | +7.30% | 5.24 | 3 |
| 22.07 → 16.08 | Long | 100.0% | +7.26% | 4.71 | 3 |
| 23.07 → 16.08 | Long | 100.0% | +7.22% | 5.11 | 3 |
| 24.07 → 12.08 | Long | 100.0% | +7.09% | 5.44 | 3 |
| 24.07 → 13.08 | Long | 100.0% | +7.09% | 5.39 | 3 |
| 22.07 → 13.08 | Long | 100.0% | +7.05% | 5.07 | 3 |
| 22.07 → 12.08 | Long | 100.0% | +7.04% | 5.27 | 3 |
| 23.07 → 12.08 | Long | 100.0% | +7.01% | 5.32 | 3 |