Over 2020 to 2025 (6 years of data), KRXIEEUR has tended to move long between 07.07 and 29.07, closing higher in 100.0% of those years for an average +10.07% move and an annualized Sharpe of 3.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 100.0% | +10.07% | 3.86 | 6 |
| 07.07 → 28.07 | Long | 100.0% | +9.88% | 3.85 | 6 |
| 07.07 → 30.07 | Long | 100.0% | +9.73% | 3.64 | 6 |
| 07.07 → 22.07 | Long | 100.0% | +8.87% | 5.01 | 6 |
| 08.07 → 29.07 | Long | 100.0% | +8.69% | 3.27 | 6 |
| 07.07 → 23.07 | Long | 100.0% | +8.67% | 5.07 | 6 |
| 07.07 → 27.07 | Long | 100.0% | +8.63% | 3.41 | 6 |
| 09.07 → 29.07 | Long | 100.0% | +8.59% | 3.19 | 6 |