Over 2011 to 2025 (15 years of data), VKFREUR has tended to move long between 12.07 and 21.07, closing higher in 80.0% of those years for an average +1.95% move and an annualized Sharpe of 2.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 21.07 | Long | 80.0% | +1.95% | 2.08 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +1.51% | 1.62 | 15 |
| 09.07 → 07.08 | Short | 73.3% | +5.32% | 1.31 | 15 |
| 09.07 → 08.08 | Short | 73.3% | +5.09% | 1.24 | 15 |
| 09.07 → 06.08 | Short | 73.3% | +5.03% | 1.41 | 15 |
| 10.07 → 07.08 | Short | 73.3% | +4.95% | 1.33 | 15 |
| 09.07 → 14.08 | Short | 73.3% | +4.92% | 0.93 | 15 |
| 09.07 → 09.08 | Short | 73.3% | +4.87% | 1.10 | 15 |