Over 1992 to 2025 (34 years of data), EURSEK has tended to move long between 13.07 and 18.08, closing higher in 72.7% of those years for an average +0.13% move and an annualized Sharpe of 0.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 18.08 | Long | 72.7% | +0.13% | 0.18 | 33 |
| 13.07 → 17.07 | Long | 69.7% | +0.24% | 3.02 | 33 |
| 13.07 → 17.08 | Long | 69.7% | +0.13% | 0.18 | 33 |
| 13.07 → 18.07 | Long | 66.7% | +0.22% | 2.16 | 33 |
| 13.07 → 19.08 | Long | 66.7% | +0.17% | 0.22 | 33 |
| 13.07 → 16.08 | Long | 66.7% | +0.12% | 0.17 | 33 |
| 13.07 → 20.08 | Long | 66.7% | +0.10% | 0.12 | 33 |
| 08.07 → 12.07 | Short | 63.6% | +0.31% | 2.67 | 33 |