Over 2011 to 2025 (15 years of data), VKFREUR has tended to move short between 12.08 and 20.08, closing higher in 73.3% of those years for an average +2.55% move and an annualized Sharpe of 2.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 20.08 | Short | 73.3% | +2.55% | 2.40 | 15 |
| 13.08 → 20.08 | Short | 73.3% | +2.16% | 2.08 | 15 |
| 14.08 → 20.08 | Short | 73.3% | +2.00% | 2.15 | 15 |
| 12.08 → 15.08 | Short | 73.3% | +1.47% | 3.82 | 15 |
| 17.08 → 13.10 | Short | 66.7% | +7.19% | 1.01 | 15 |
| 18.08 → 13.10 | Short | 66.7% | +7.16% | 1.02 | 15 |
| 17.08 → 14.10 | Short | 66.7% | +6.64% | 0.92 | 15 |
| 18.08 → 14.10 | Short | 66.7% | +6.61% | 0.93 | 15 |