Over 2011 to 2025 (15 years of data), CSFREUR has tended to move long between 07.07 and 15.08, closing higher in 80.0% of those years for an average +4.23% move and an annualized Sharpe of 0.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.08 | Long | 80.0% | +4.23% | 0.94 | 15 |
| 08.07 → 15.08 | Long | 80.0% | +4.04% | 0.97 | 15 |
| 10.07 → 12.08 | Long | 80.0% | +2.82% | 0.77 | 15 |
| 10.07 → 13.08 | Long | 80.0% | +2.78% | 0.73 | 15 |
| 10.07 → 11.08 | Long | 80.0% | +2.61% | 0.72 | 15 |
| 08.07 → 11.07 | Long | 80.0% | +0.89% | 2.37 | 15 |
| 07.07 → 16.08 | Long | 73.3% | +4.24% | 0.94 | 15 |
| 08.07 → 16.08 | Long | 73.3% | +4.05% | 0.98 | 15 |