Over 1991 to 2025 (35 years of data), EURNOK has tended to move short between 28.07 and 31.07, closing higher in 71.4% of those years for an average +0.34% move and an annualized Sharpe of 4.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 31.07 | Short | 71.4% | +0.34% | 4.60 | 35 |
| 28.07 → 06.08 | Short | 71.4% | +0.20% | 1.39 | 35 |
| 28.07 → 07.08 | Short | 70.6% | +0.31% | 1.71 | 34 |
| 27.07 → 07.08 | Short | 70.6% | +0.26% | 1.33 | 34 |
| 27.07 → 06.09 | Short | 68.6% | +0.27% | 0.34 | 35 |
| 28.07 → 05.09 | Short | 68.6% | +0.26% | 0.35 | 35 |
| 25.07 → 06.09 | Short | 68.6% | +0.23% | 0.28 | 35 |
| 28.07 → 06.09 | Short | 65.7% | +0.31% | 0.39 | 35 |