Over 2020 to 2025 (6 years of data), KRXIEEUR has tended to move long between 12.08 and 15.08, closing higher in 100.0% of those years for an average +1.36% move and an annualized Sharpe of 12.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 15.08 | Long | 100.0% | +1.36% | 12.34 | 6 |
| 17.08 → 11.10 | Short | 83.3% | +3.12% | 0.50 | 6 |
| 15.08 → 10.10 | Short | 83.3% | +3.01% | 0.50 | 6 |
| 18.08 → 11.10 | Short | 83.3% | +2.13% | 0.36 | 6 |
| 15.08 → 23.08 | Short | 83.3% | +1.11% | 1.08 | 6 |
| 15.08 → 21.08 | Short | 83.3% | +1.03% | 1.46 | 6 |
| 12.08 → 16.08 | Long | 83.3% | +0.95% | 5.32 | 6 |
| 13.08 → 18.09 | Short | 83.3% | +0.83% | 0.30 | 6 |