Over 2011 to 2025 (15 years of data), KBCBEEUR has tended to move short between 17.08 and 03.09, closing higher in 80.0% of those years for an average +3.63% move and an annualized Sharpe of 2.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 03.09 | Short | 80.0% | +3.63% | 2.21 | 15 |
| 18.08 → 03.09 | Short | 80.0% | +3.16% | 2.01 | 15 |
| 12.08 → 30.08 | Short | 80.0% | +2.87% | 2.54 | 15 |
| 14.08 → 20.08 | Short | 80.0% | +2.76% | 4.52 | 15 |
| 13.08 → 20.08 | Short | 80.0% | +2.70% | 3.93 | 15 |
| 12.08 → 29.08 | Short | 80.0% | +2.62% | 2.37 | 15 |
| 12.08 → 22.08 | Short | 80.0% | +2.53% | 2.77 | 15 |
| 12.08 → 20.08 | Short | 80.0% | +2.46% | 4.06 | 15 |