Over 2016 to 2025 (10 years of data), USDCZK has tended to move long between 21.08 and 09.10, closing higher in 90.0% of those years for an average +1.70% move and an annualized Sharpe of 2.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 09.10 | Long | 90.0% | +1.70% | 2.76 | 10 |
| 18.08 → 13.10 | Long | 80.0% | +1.99% | 1.97 | 10 |
| 19.08 → 13.10 | Long | 80.0% | +1.99% | 1.94 | 10 |
| 18.08 → 14.10 | Long | 80.0% | +1.98% | 2.01 | 10 |
| 17.08 → 13.10 | Long | 80.0% | +1.97% | 1.98 | 10 |
| 18.08 → 12.10 | Long | 80.0% | +1.96% | 2.15 | 10 |
| 17.08 → 14.10 | Long | 80.0% | +1.95% | 2.02 | 10 |
| 19.08 → 12.10 | Long | 80.0% | +1.95% | 2.18 | 10 |