Forex currencies
Over 2017 to 2025 (9 years of data), EURCZK has tended to move short between 11.10 and 07.12, closing higher in 100.0% of those years for an average +0.83% move and an annualized Sharpe of 2.77.
Best window
11.10 - 07.12
Direction
Short
Win rate
100.0%
Avg return
+0.83%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.12 | Short | 100.0% | +0.83% | 2.77 | 9 |
| 11.10 → 10.12 | Short | 88.9% | +0.92% | 2.50 | 9 |
| 11.10 → 09.12 | Short | 88.9% |
| +0.91% |
| 2.33 |
| 9 |
| 12.10 → 10.12 | Short | 88.9% | +0.87% | 2.26 | 9 |
| 10.10 → 09.12 | Short | 88.9% | +0.85% | 2.07 | 9 |
| 12.10 → 11.12 | Short | 88.9% | +0.85% | 2.31 | 9 |
| 11.10 → 03.12 | Short | 88.9% | +0.84% | 2.62 | 9 |
| 11.10 → 05.12 | Short | 88.9% | +0.82% | 2.88 | 9 |