Over 2020 to 2025 (6 years of data), KRZIEEUR has tended to move long between 19.08 and 24.08, closing higher in 100.0% of those years for an average +0.55% move and an annualized Sharpe of 6.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.08 → 24.08 | Long | 100.0% | +0.55% | 6.52 | 5 |
| 22.08 → 07.10 | Short | 83.3% | +6.14% | 2.46 | 6 |
| 22.08 → 21.10 | Short | 83.3% | +5.95% | 1.65 | 6 |
| 22.08 → 08.10 | Short | 83.3% | +5.90% | 2.37 | 6 |
| 22.08 → 06.10 | Short | 83.3% | +5.89% | 2.63 | 6 |
| 22.08 → 15.10 | Short | 83.3% | +5.84% | 1.92 | 6 |
| 22.08 → 16.10 | Short | 83.3% | +5.67% | 1.75 | 6 |
| 22.08 → 03.10 | Short | 83.3% | +5.57% | 2.44 | 6 |