Over 2011 to 2025 (15 years of data), KPNNLEUR has tended to move long between 11.07 and 23.07, closing higher in 80.0% of those years for an average +2.76% move and an annualized Sharpe of 2.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 23.07 | Long | 80.0% | +2.76% | 2.39 | 15 |
| 10.07 → 23.07 | Long | 80.0% | +2.40% | 2.26 | 15 |
| 13.07 → 17.07 | Long | 80.0% | +0.99% | 5.39 | 15 |
| 10.07 → 13.07 | Long | 80.0% | +0.55% | 2.53 | 15 |
| 08.07 → 23.07 | Long | 73.3% | +2.77% | 2.25 | 15 |
| 08.07 → 22.07 | Long | 73.3% | +2.40% | 2.38 | 15 |
| 11.07 → 22.07 | Long | 73.3% | +2.38% | 2.72 | 15 |
| 07.07 → 22.07 | Long | 73.3% | +2.37% | 2.03 | 15 |