Over 2020 to 2025 (6 years of data), FBKITEUR has tended to move long between 13.07 and 28.07, closing higher in 100.0% of those years for an average +4.08% move and an annualized Sharpe of 9.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.07 | Long | 100.0% | +4.08% | 9.28 | 5 |
| 13.07 → 29.07 | Long | 100.0% | +3.97% | 12.19 | 5 |
| 13.07 → 30.07 | Long | 100.0% | +3.82% | 7.78 | 5 |
| 10.07 → 28.07 | Long | 100.0% | +3.70% | 4.58 | 5 |
| 11.07 → 28.07 | Long | 100.0% | +3.62% | 6.24 | 5 |
| 10.07 → 29.07 | Long | 100.0% | +3.59% | 4.64 | 5 |
| 11.07 → 29.07 | Long | 100.0% | +3.52% | 6.36 | 5 |
| 10.07 → 30.07 | Long | 100.0% | +3.44% | 3.77 | 5 |