Over 2017 to 2025 (9 years of data), EURCZK has tended to move short between 11.07 and 17.07, closing higher in 100.0% of those years for an average +0.26% move and an annualized Sharpe of 6.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 17.07 | Short | 100.0% | +0.26% | 6.67 | 9 |
| 11.07 → 27.07 | Short | 88.9% | +0.46% | 2.94 | 9 |
| 11.07 → 26.07 | Short | 88.9% | +0.36% | 2.40 | 9 |
| 11.07 → 25.07 | Short | 88.9% | +0.35% | 2.32 | 9 |
| 11.07 → 22.07 | Short | 88.9% | +0.29% | 3.08 | 9 |
| 11.07 → 14.07 | Short | 88.9% | +0.25% | 7.63 | 9 |
| 10.07 → 22.07 | Short | 88.9% | +0.19% | 1.83 | 9 |
| 11.07 → 18.07 | Short | 88.9% | +0.18% | 6.16 | 9 |