Over 2023 to 2025 (3 years of data), CSH2FREUR has tended to move long between 08.07 and 06.09, closing higher in 100.0% of those years for an average +0.41% move and an annualized Sharpe of 3.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.09 | Long | 100.0% | +0.41% | 3.78 | 3 |
| 09.07 → 07.09 | Long | 100.0% | +0.41% | 3.96 | 3 |
| 07.07 → 05.09 | Long | 100.0% | +0.40% | 3.91 | 3 |
| 08.07 → 05.09 | Long | 100.0% | +0.40% | 3.93 | 3 |
| 09.07 → 06.09 | Long | 100.0% | +0.40% | 3.70 | 3 |
| 09.07 → 05.09 | Long | 100.0% | +0.39% | 3.84 | 3 |
| 10.07 → 07.09 | Long | 100.0% | +0.39% | 4.00 | 3 |
| 10.07 → 08.09 | Long | 100.0% | +0.39% | 4.04 | 3 |