Ireland
Over 2020 to 2025 (6 years of data), KRZIEEUR has tended to move short between 11.10 and 15.10, closing higher in 100.0% of those years for an average +0.98% move and an annualized Sharpe of 17.43.
Best window
11.10 - 15.10
Direction
Short
Win rate
100.0%
Avg return
+0.98%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Short | 100.0% | +0.98% | 17.43 | 5 |
| 08.10 → 25.10 | Long | 83.3% | +3.36% | 3.22 | 6 |
| 09.10 → 25.10 | Long | 83.3% |
| +2.82% |
| 3.07 |
| 6 |
| 10.10 → 25.10 | Long | 83.3% | +2.59% | 2.65 | 6 |
| 11.10 → 31.10 | Short | 83.3% | +2.36% | 2.10 | 6 |
| 11.10 → 30.10 | Short | 83.3% | +1.88% | 1.54 | 6 |
| 08.10 → 14.10 | Long | 83.3% | +1.64% | 4.75 | 6 |
| 11.10 → 09.12 | Short | 83.3% | +1.57% | 0.75 | 6 |