

Over 1999 to 2025 (27 years of data), EURPLN has tended to move short between 11.07 and 28.07, closing higher in 74.1% of those years for an average +0.90% move and an annualized Sharpe of 2.43.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0844 |
| 3 | 99.9929 |
| 4 | 99.8881 |
| 5 | 99.8815 |
| 6 | 99.7402 |
| 7 | 99.6632 |
| 8 | 99.6455 |
| 9 | 99.6363 |
| 10 | 99.5599 |
| 11 | 99.709 |
| 12 | 99.6618 |
| 13 | 99.8559 |
| 14 | 99.7916 |
| 15 | 99.817 |
| 16 | 99.8833 |
| 17 | 99.9115 |
| 18 | 99.9817 |
| 19 | 99.7979 |
| 20 | 99.7235 |
| 21 | 99.7312 |
| 22 | 99.6927 |
| 23 | 99.7598 |
| 24 | 99.8673 |
| 25 | 99.9313 |
| 26 | 99.9236 |
| 27 | 99.8144 |
| 28 | 99.8383 |
| 29 | 99.7383 |
| 30 | 99.6629 |
| 31 | 99.5878 |
| 32 | 99.3886 |
| 33 | 99.1349 |
| 34 | 99.2915 |
| 35 | 99.3686 |
| 36 | 99.382 |
| 37 | 99.4694 |
| 38 | 99.3877 |
| 39 | 99.2042 |
| 40 | 99.1226 |
| 41 | 99.2319 |
| 42 | 99.4855 |
| 43 | 99.3589 |
| 44 | 99.6074 |
| 45 | 99.5015 |
| 46 | 99.1725 |
| 47 | 99.2587 |
| 48 | 99.233 |
| 49 | 99.1907 |
| 50 | 99.2407 |
| 51 | 99.0455 |
| 52 | 99.1751 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.07 | Short | 74.1% | +0.90% | 2.43 | 27 |
| 11.07 → 27.07 | Short | 74.1% | +0.88% | 2.62 | 27 |
| 11.07 → 21.07 | Short | 74.1% | +0.70% | 3.56 | 27 |
| 12.07 → 24.07 | Short | 74.1% | +0.63% | 2.30 | 27 |
| 13.07 → 24.07 | Short | 74.1% | +0.61% | 2.20 | 27 |
| 11.07 → 30.07 | Short | 70.4% | +0.89% | 2.03 | 27 |
| 08.07 → 03.08 | Short | 70.4% |
| 53 |
|---|
| 99.2549 |
| 54 | 99.3001 |
|---|
| 55 | 99.3176 |
|---|
| 56 | 99.4632 |
|---|
| 57 | 99.4388 |
|---|
| 58 | 99.7793 |
|---|
| 59 | 99.93 |
|---|
| 60 | 100.0179 |
|---|
| 61 | 100.1005 |
|---|
| 62 | 100.4097 |
|---|
| 63 | 100.8976 |
|---|
| 64 | 100.972 |
|---|
| 65 | 101.0562 |
|---|
| 66 | 101.1005 |
|---|
| 67 | 100.7667 |
|---|
| 68 | 100.1178 |
|---|
| 69 | 100.3374 |
|---|
| 70 | 100.4146 |
|---|
| 71 | 100.2308 |
|---|
| 72 | 100.2549 |
|---|
| 73 | 100.0361 |
|---|
| 74 | 100.0362 |
|---|
| 75 | 99.9396 |
|---|
| 76 | 100.0553 |
|---|
| 77 | 100.2968 |
|---|
| 78 | 100.3799 |
|---|
| 79 | 100.3777 |
|---|
| 80 | 100.2499 |
|---|
| 81 | 100.0297 |
|---|
| 82 | 100.4074 |
|---|
| 83 | 100.5668 |
|---|
| 84 | 100.2011 |
|---|
| 85 | 100.2148 |
|---|
| 86 | 100.2703 |
|---|
| 87 | 100.2347 |
|---|
| 88 | 100.2023 |
|---|
| 89 | 99.9616 |
|---|
| 90 | 99.852 |
|---|
| 91 | 99.7095 |
|---|
| 92 | 99.6591 |
|---|
| 93 | 99.8644 |
|---|
| 94 | 100.0115 |
|---|
| 95 | 100.0783 |
|---|
| 96 | 100.142 |
|---|
| 97 | 100.0567 |
|---|
| 98 | 99.8112 |
|---|
| 99 | 99.5094 |
|---|
| 100 | 99.7667 |
|---|
| 101 | 99.8583 |
|---|
| 102 | 99.6889 |
|---|
| 103 | 99.8652 |
|---|
| 104 | 99.7635 |
|---|
| 105 | 99.7575 |
|---|
| 106 | 99.7704 |
|---|
| 107 | 100.0577 |
|---|
| 108 | 99.8504 |
|---|
| 109 | 99.9886 |
|---|
| 110 | 99.7447 |
|---|
| 111 | 99.7701 |
|---|
| 112 | 99.9277 |
|---|
| 113 | 99.9336 |
|---|
| 114 | 99.73 |
|---|
| 115 | 99.8301 |
|---|
| 116 | 100.0347 |
|---|
| 117 | 100.0161 |
|---|
| 118 | 99.9655 |
|---|
| 119 | 99.8609 |
|---|
| 120 | 99.8558 |
|---|
| 121 | 100.0506 |
|---|
| 122 | 99.9144 |
|---|
| 123 | 99.9452 |
|---|
| 124 | 99.7884 |
|---|
| 125 | 99.8926 |
|---|
| 126 | 99.9833 |
|---|
| 127 | 99.8273 |
|---|
| 128 | 99.7336 |
|---|
| 129 | 99.5256 |
|---|
| 130 | 99.2553 |
|---|
| 131 | 99.3543 |
|---|
| 132 | 99.3235 |
|---|
| 133 | 99.2095 |
|---|
| 134 | 99.1071 |
|---|
| 135 | 99.0616 |
|---|
| 136 | 99.0004 |
|---|
| 137 | 99.1044 |
|---|
| 138 | 99.1572 |
|---|
| 139 | 99.0033 |
|---|
| 140 | 98.773 |
|---|
| 141 | 98.7638 |
|---|
| 142 | 98.6165 |
|---|
| 143 | 98.5837 |
|---|
| 144 | 98.5518 |
|---|
| 145 | 98.4736 |
|---|
| 146 | 98.6499 |
|---|
| 147 | 98.4536 |
|---|
| 148 | 98.3944 |
|---|
| 149 | 98.3443 |
|---|
| 150 | 98.6785 |
|---|
| 151 | 98.6034 |
|---|
| 152 | 98.5595 |
|---|
| 153 | 98.2958 |
|---|
| 154 | 98.4236 |
|---|
| 155 | 98.4603 |
|---|
| 156 | 98.597 |
|---|
| 157 | 98.5251 |
|---|
| 158 | 98.5434 |
|---|
| 159 | 98.6415 |
|---|
| 160 | 98.5382 |
|---|
| 161 | 98.4371 |
|---|
| 162 | 98.6534 |
|---|
| 163 | 98.8439 |
|---|
| 164 | 99.156 |
|---|
| 165 | 99.1663 |
|---|
| 166 | 99.35 |
|---|
| 167 | 99.674 |
|---|
| 168 | 99.6345 |
|---|
| 169 | 99.4611 |
|---|
| 170 | 99.3638 |
|---|
| 171 | 99.0742 |
|---|
| 172 | 98.9176 |
|---|
| 173 | 99.1152 |
|---|
| 174 | 99.2212 |
|---|
| 175 | 99.0362 |
|---|
| 176 | 98.8591 |
|---|
| 177 | 98.8442 |
|---|
| 178 | 98.9785 |
|---|
| 179 | 99.0832 |
|---|
| 180 | 98.8852 |
|---|
| 181 | 99.0159 |
|---|
| 182 | 98.973 |
|---|
| 183 | 98.9941 |
|---|
| 184 | 98.9036 |
|---|
| 185 | 98.9683 |
|---|
| 186 | 99.1072 |
|---|
| 187 | 99.3663 |
|---|
| 188 | 99.3163 |
|---|
| 189 | 99.3122 |
|---|
| 190 | 99.295 |
|---|
| 191 | 99.1984 |
|---|
| 192 | 99.4383 |
|---|
| 193 | 99.5145 |
|---|
| 194 | 99.6584 |
|---|
| 195 | 99.5327 |
|---|
| 196 | 99.4769 |
|---|
| 197 | 99.4483 |
|---|
| 198 | 99.5331 |
|---|
| 199 | 99.6089 |
|---|
| 200 | 99.5651 |
|---|
| 201 | 99.5891 |
|---|
| 202 | 99.5071 |
|---|
| 203 | 99.4018 |
|---|
| 204 | 99.3876 |
|---|
| 205 | 99.3602 |
|---|
| 206 | 99.2917 |
|---|
| 207 | 99.4049 |
|---|
| 208 | 99.493 |
|---|
| 209 | 99.3943 |
|---|
| 210 | 99.2514 |
|---|
| 211 | 99.3002 |
|---|
| 212 | 99.2409 |
|---|
| 213 | 99.3302 |
|---|
| 214 | 99.3728 |
|---|
| 215 | 99.2027 |
|---|
| 216 | 99.1356 |
|---|
| 217 | 99.2223 |
|---|
| 218 | 99.3803 |
|---|
| 219 | 99.284 |
|---|
| 220 | 99.4186 |
|---|
| 221 | 99.389 |
|---|
| 222 | 99.225 |
|---|
| 223 | 99.2768 |
|---|
| 224 | 99.1308 |
|---|
| 225 | 99.0327 |
|---|
| 226 | 99.0464 |
|---|
| 227 | 99.2974 |
|---|
| 228 | 99.141 |
|---|
| 229 | 99.1502 |
|---|
| 230 | 99.1481 |
|---|
| 231 | 99.403 |
|---|
| 232 | 99.4 |
|---|
| 233 | 99.545 |
|---|
| 234 | 99.5832 |
|---|
| 235 | 99.6944 |
|---|
| 236 | 99.5749 |
|---|
| 237 | 99.3922 |
|---|
| 238 | 99.3913 |
|---|
| 239 | 99.5056 |
|---|
| 240 | 99.5187 |
|---|
| 241 | 99.5236 |
|---|
| 242 | 99.3791 |
|---|
| 243 | 99.2405 |
|---|
| 244 | 99.115 |
|---|
| 245 | 99.1605 |
|---|
| 246 | 98.9989 |
|---|
| 247 | 99.0879 |
|---|
| 248 | 99.1901 |
|---|
| 249 | 99.6441 |
|---|
| 250 | 99.7863 |
|---|
| 251 | 99.7249 |
|---|
| 252 | 99.7876 |
|---|
| 253 | 99.798 |
|---|
| 254 | 99.8407 |
|---|
| 255 | 99.9983 |
|---|
| 256 | 99.964 |
|---|
| 257 | 99.9788 |
|---|
| 258 | 100.0944 |
|---|
| 259 | 100.1378 |
|---|
| 260 | 100.1896 |
|---|
| 261 | 100.192 |
|---|
| 262 | 100.2201 |
|---|
| 263 | 100.2165 |
|---|
| 264 | 100.4991 |
|---|
| 265 | 100.2836 |
|---|
| 266 | 100.209 |
|---|
| 267 | 100.2352 |
|---|
| 268 | 100.1941 |
|---|
| 269 | 100.2946 |
|---|
| 270 | 100.5237 |
|---|
| 271 | 100.8222 |
|---|
| 272 | 100.8853 |
|---|
| 273 | 100.77 |
|---|
| 274 | 100.6803 |
|---|
| 275 | 100.6169 |
|---|
| 276 | 100.6288 |
|---|
| 277 | 100.6016 |
|---|
| 278 | 100.6597 |
|---|
| 279 | 100.5969 |
|---|
| 280 | 100.6739 |
|---|
| 281 | 100.7821 |
|---|
| 282 | 100.6413 |
|---|
| 283 | 100.4542 |
|---|
| 284 | 100.3121 |
|---|
| 285 | 100.3601 |
|---|
| 286 | 100.0651 |
|---|
| 287 | 100.0863 |
|---|
| 288 | 99.6759 |
|---|
| 289 | 99.7554 |
|---|
| 290 | 99.4417 |
|---|
| 291 | 99.716 |
|---|
| 292 | 99.7199 |
|---|
| 293 | 99.5358 |
|---|
| 294 | 99.7153 |
|---|
| 295 | 99.7769 |
|---|
| 296 | 99.7611 |
|---|
| 297 | 99.9538 |
|---|
| 298 | 99.9999 |
|---|
| 299 | 99.7879 |
|---|
| 300 | 99.7822 |
|---|
| 301 | 99.7671 |
|---|
| 302 | 99.7523 |
|---|
| 303 | 99.644 |
|---|
| 304 | 99.7755 |
|---|
| 305 | 99.7957 |
|---|
| 306 | 99.7186 |
|---|
| 307 | 99.6304 |
|---|
| 308 | 99.6833 |
|---|
| 309 | 99.6296 |
|---|
| 310 | 99.6052 |
|---|
| 311 | 99.4476 |
|---|
| 312 | 99.2818 |
|---|
| 313 | 99.2982 |
|---|
| 314 | 99.2121 |
|---|
| 315 | 99.3842 |
|---|
| 316 | 99.5946 |
|---|
| 317 | 99.4805 |
|---|
| 318 | 99.4184 |
|---|
| 319 | 99.4755 |
|---|
| 320 | 99.2016 |
|---|
| 321 | 99.3636 |
|---|
| 322 | 99.4524 |
|---|
| 323 | 99.474 |
|---|
| 324 | 99.4275 |
|---|
| 325 | 99.5017 |
|---|
| 326 | 99.6272 |
|---|
| 327 | 99.573 |
|---|
| 328 | 99.4301 |
|---|
| 329 | 99.3167 |
|---|
| 330 | 99.391 |
|---|
| 331 | 99.294 |
|---|
| 332 | 99.076 |
|---|
| 333 | 99.0594 |
|---|
| 334 | 98.9684 |
|---|
| 335 | 98.763 |
|---|
| 336 | 98.6008 |
|---|
| 337 | 98.5586 |
|---|
| 338 | 98.6144 |
|---|
| 339 | 98.632 |
|---|
| 340 | 98.4976 |
|---|
| 341 | 98.4778 |
|---|
| 342 | 98.5777 |
|---|
| 343 | 98.5757 |
|---|
| 344 | 98.5408 |
|---|
| 345 | 98.6074 |
|---|
| 346 | 98.5735 |
|---|
| 347 | 98.5552 |
|---|
| 348 | 98.4734 |
|---|
| 349 | 98.5563 |
|---|
| 350 | 98.5409 |
|---|
| 351 | 98.5373 |
|---|
| 352 | 98.5369 |
|---|
| 353 | 98.5133 |
|---|
| 354 | 98.476 |
|---|
| 355 | 98.33 |
|---|
| 356 | 98.3198 |
|---|
| 357 | 98.4406 |
|---|
| 358 | 98.3714 |
|---|
| 359 | 98.3169 |
|---|
| 360 | 98.3357 |
|---|
| 361 | 98.3418 |
|---|
| 362 | 98.5187 |
|---|
| 363 | 98.5354 |
|---|
| 364 | 98.5683 |
|---|
| 365 | 98.534 |
|---|
| 366 | 98.2924 |
|---|
| +0.85% |
| 1.00 |
| 27 |
| 11.07 → 26.07 | Short | 70.4% | +0.82% | 2.43 | 27 |