Over 2020 to 2025 (6 years of data), KRZIEEUR has tended to move long between 10.07 and 07.08, closing higher in 83.3% of those years for an average +2.41% move and an annualized Sharpe of 0.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 07.08 | Long | 83.3% | +2.41% | 0.90 | 6 |
| 10.07 → 09.08 | Long | 83.3% | +2.16% | 0.78 | 6 |
| 11.07 → 13.08 | Long | 83.3% | +2.06% | 0.76 | 6 |
| 10.07 → 08.08 | Long | 83.3% | +1.97% | 0.74 | 6 |
| 13.07 → 07.08 | Long | 83.3% | +1.63% | 0.74 | 6 |
| 10.07 → 02.08 | Long | 66.7% | +3.79% | 1.52 | 6 |
| 10.07 → 19.08 | Long | 66.7% | +3.65% | 0.97 | 6 |
| 10.07 → 01.08 | Long | 66.7% | +3.55% | 1.55 | 6 |