Over 2017 to 2025 (9 years of data), EURCZK has tended to move short between 24.07 and 11.08, closing higher in 77.8% of those years for an average +0.29% move and an annualized Sharpe of 1.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 11.08 | Short | 77.8% | +0.29% | 1.77 | 9 |
| 22.07 → 11.08 | Short | 77.8% | +0.28% | 1.56 | 9 |
| 23.07 → 11.08 | Short | 77.8% | +0.28% | 1.66 | 9 |
| 22.07 → 01.09 | Short | 77.8% | +0.26% | 0.90 | 9 |
| 23.07 → 01.09 | Short | 77.8% | +0.26% | 0.95 | 9 |
| 24.07 → 01.09 | Short | 77.8% | +0.26% | 0.92 | 9 |
| 22.07 → 18.08 | Short | 77.8% | +0.24% | 1.23 | 9 |
| 23.07 → 18.08 | Short | 77.8% | +0.24% | 1.29 | 9 |