Over 2011 to 2025 (15 years of data), KBCBEEUR has tended to move long between 10.07 and 14.08, closing higher in 80.0% of those years for an average +2.98% move and an annualized Sharpe of 0.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 14.08 | Long | 80.0% | +2.98% | 0.82 | 15 |
| 11.07 → 26.07 | Long | 80.0% | +2.15% | 2.71 | 15 |
| 12.07 → 28.07 | Long | 80.0% | +1.96% | 2.52 | 15 |
| 12.07 → 26.07 | Long | 80.0% | +1.95% | 3.12 | 15 |
| 12.07 → 24.07 | Long | 80.0% | +1.39% | 1.36 | 15 |
| 13.07 → 30.07 | Long | 80.0% | +1.37% | 1.46 | 15 |
| 12.07 → 23.07 | Long | 80.0% | +1.24% | 1.17 | 15 |
| 13.07 → 23.07 | Long | 80.0% | +0.68% | 0.80 | 15 |