Over 2020 to 2025 (6 years of data), FBKITEUR has tended to move short between 12.08 and 09.10, closing higher in 80.0% of those years for an average +4.16% move and an annualized Sharpe of 1.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 09.10 | Short | 80.0% | +4.16% | 1.16 | 5 |
| 16.08 → 03.10 | Short | 80.0% | +4.08% | 1.57 | 5 |
| 17.08 → 03.10 | Short | 80.0% | +4.06% | 1.55 | 5 |
| 12.08 → 07.10 | Short | 80.0% | +4.03% | 1.14 | 5 |
| 13.08 → 08.09 | Short | 80.0% | +3.66% | 1.71 | 5 |
| 13.08 → 12.10 | Short | 80.0% | +3.65% | 1.28 | 5 |
| 16.08 → 08.09 | Short | 80.0% | +3.62% | 2.01 | 5 |
| 17.08 → 08.09 | Short | 80.0% | +3.62% | 2.07 | 5 |