Over 2011 to 2025 (15 years of data), KPNNLEUR has tended to move short between 17.08 and 08.10, closing higher in 73.3% of those years for an average +2.73% move and an annualized Sharpe of 1.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 08.10 | Short | 73.3% | +2.73% | 1.09 | 15 |
| 16.08 → 08.10 | Short | 73.3% | +2.28% | 0.89 | 15 |
| 19.08 → 08.10 | Short | 73.3% | +2.22% | 0.86 | 15 |
| 21.08 → 02.10 | Short | 73.3% | +2.19% | 1.02 | 15 |
| 20.08 → 08.10 | Short | 73.3% | +1.80% | 0.64 | 15 |
| 17.08 → 18.09 | Short | 73.3% | +1.62% | 1.34 | 15 |
| 17.08 → 02.10 | Short | 66.7% | +3.13% | 1.55 | 15 |
| 17.08 → 07.10 | Short | 66.7% | +2.92% | 1.20 | 15 |