Over 2020 to 2025 (6 years of data), FBKITEUR has tended to move long between 28.08 and 26.10, closing higher in 80.0% of those years for an average +4.47% move and an annualized Sharpe of 0.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 26.10 | Long | 80.0% | +4.47% | 0.68 | 5 |
| 27.08 → 26.10 | Long | 80.0% | +4.46% | 0.67 | 5 |
| 28.08 → 27.10 | Long | 80.0% | +4.43% | 0.68 | 5 |
| 27.08 → 25.10 | Long | 80.0% | +3.93% | 0.61 | 5 |
| 28.08 → 24.10 | Long | 80.0% | +3.42% | 0.59 | 5 |
| 28.08 → 23.10 | Long | 80.0% | +3.38% | 0.60 | 5 |
| 28.08 → 22.10 | Long | 80.0% | +3.23% | 0.58 | 5 |
| 25.08 → 09.10 | Short | 80.0% | +3.16% | 1.00 | 5 |