Over 2011 to 2025 (15 years of data), CSFREUR has tended to move long between 08.09 and 13.09, closing higher in 86.7% of those years for an average +1.15% move and an annualized Sharpe of 1.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 13.09 | Long | 86.7% | +1.15% | 1.82 | 15 |
| 08.09 → 12.09 | Long | 86.7% | +0.88% | 1.49 | 15 |
| 08.09 → 28.10 | Long | 80.0% | +3.06% | 0.76 | 15 |
| 08.09 → 15.09 | Long | 80.0% | +2.45% | 5.47 | 15 |
| 08.09 → 25.10 | Long | 80.0% | +2.34% | 0.79 | 15 |
| 08.09 → 17.10 | Long | 80.0% | +2.25% | 0.96 | 15 |
| 08.09 → 19.10 | Long | 80.0% | +2.17% | 0.87 | 15 |
| 08.09 → 18.10 | Long | 80.0% | +2.12% | 0.88 | 15 |