Over 2011 to 2025 (15 years of data), VPKNLEUR has tended to move long between 11.07 and 15.07, closing higher in 80.0% of those years for an average +0.66% move and an annualized Sharpe of 5.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 15.07 | Long | 80.0% | +0.66% | 5.02 | 15 |
| 07.07 → 16.07 | Long | 73.3% | +1.77% | 3.43 | 15 |
| 08.07 → 14.07 | Long | 73.3% | +1.75% | 4.90 | 15 |
| 08.07 → 12.07 | Long | 73.3% | +1.71% | 6.78 | 15 |
| 08.07 → 13.07 | Long | 73.3% | +1.71% | 5.12 | 15 |
| 08.07 → 15.07 | Long | 73.3% | +1.65% | 4.89 | 15 |
| 08.07 → 16.07 | Long | 73.3% | +1.61% | 4.27 | 15 |
| 08.07 → 11.07 | Long | 73.3% | +1.40% | 6.78 | 15 |