ETFs
Over 2023 to 2025 (3 years of data), CSH2FREUR has tended to move long between 08.10 and 07.12, closing higher in 100.0% of those years for an average +0.69% move and an annualized Sharpe of 5.58.
Best window
08.10 - 07.12
Direction
Long
Win rate
100.0%
Avg return
+0.69%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 07.12 | Long | 100.0% | +0.69% | 5.58 | 3 |
| 09.10 → 07.12 | Long | 100.0% | +0.69% | 5.77 | 3 |
| 09.10 → 08.12 | Long | 100.0% |
| +0.69% |
| 5.75 |
| 3 |
| 10.10 → 09.12 | Long | 100.0% | +0.69% | 5.29 | 3 |
| 11.10 → 09.12 | Long | 100.0% | +0.69% | 5.81 | 3 |
| 05.10 → 03.12 | Long | 100.0% | +0.68% | 5.62 | 3 |
| 05.10 → 04.12 | Long | 100.0% | +0.68% | 5.94 | 3 |
| 06.10 → 05.12 | Long | 100.0% | +0.68% | 5.79 | 3 |