Over 1999 to 2025 (27 years of data), EURZAR has tended to move short between 10.07 and 22.07, closing higher in 55.6% of those years for an average +0.57% move and an annualized Sharpe of 1.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 22.07 | Short | 55.6% | +0.57% | 1.69 | 27 |
| 08.07 → 22.07 | Short | 51.8% | +0.59% | 1.49 | 27 |
| 08.07 → 29.07 | Short | 51.8% | +0.50% | 0.73 | 27 |
| 08.07 → 28.07 | Short | 51.8% | +0.38% | 0.62 | 27 |
| 11.07 → 28.07 | Short | 51.8% | +0.35% | 0.71 | 27 |
| 10.07 → 21.07 | Short | 51.8% | +0.32% | 1.08 | 27 |
| 07.07 → 22.07 | Short | 48.1% | +0.42% | 0.97 | 27 |
| 08.07 → 30.07 | Short | 48.1% | +0.34% | 0.49 | 27 |