Over 2011 to 2025 (15 years of data), VPKNLEUR has tended to move long between 20.08 and 23.08, closing higher in 71.4% of those years for an average +0.02% move and an annualized Sharpe of 0.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 23.08 | Long | 71.4% | +0.02% | 0.03 | 14 |
| 22.08 → 12.09 | Long | 66.7% | +1.05% | 0.55 | 15 |
| 19.08 → 15.10 | Long | 66.7% | +0.92% | 0.17 | 15 |
| 22.08 → 03.09 | Long | 66.7% | +0.73% | 0.55 | 15 |
| 22.08 → 11.09 | Long | 66.7% | +0.73% | 0.40 | 15 |
| 20.08 → 12.09 | Long | 66.7% | +0.72% | 0.25 | 15 |
| 20.08 → 15.10 | Long | 66.7% | +0.58% | 0.12 | 15 |
| 22.08 → 10.09 | Long | 66.7% | +0.57% | 0.33 | 15 |