Over 2017 to 2025 (9 years of data), EURCZK has tended to move short between 27.08 and 01.09, closing higher in 88.9% of those years for an average +0.18% move and an annualized Sharpe of 4.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 01.09 | Short | 88.9% | +0.18% | 4.58 | 9 |
| 26.08 → 01.09 | Short | 77.8% | +0.23% | 4.24 | 9 |
| 25.08 → 01.09 | Short | 77.8% | +0.21% | 3.25 | 9 |
| 25.08 → 02.09 | Short | 77.8% | +0.10% | 1.26 | 9 |
| 25.08 → 03.09 | Short | 77.8% | +0.06% | 0.64 | 9 |
| 24.08 → 29.08 | Long | 77.8% | +0.04% | 0.83 | 9 |
| 25.08 → 04.09 | Short | 77.8% | +0.03% | 0.29 | 9 |
| 25.08 → 05.09 | Short | 77.8% | +0.03% | 0.24 | 9 |