Over 2011 to 2025 (15 years of data), WKLNLEUR has tended to move long between 12.07 and 20.07, closing higher in 100.0% of those years for an average +2.68% move and an annualized Sharpe of 9.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 20.07 | Long | 100.0% | +2.68% | 9.99 | 15 |
| 11.07 → 20.07 | Long | 93.3% | +3.09% | 7.46 | 15 |
| 11.07 → 19.07 | Long | 93.3% | +2.84% | 7.55 | 15 |
| 12.07 → 21.07 | Long | 93.3% | +2.77% | 7.98 | 15 |
| 11.07 → 18.07 | Long | 93.3% | +2.49% | 7.86 | 15 |
| 11.07 → 16.07 | Long | 93.3% | +2.48% | 10.70 | 15 |
| 12.07 → 19.07 | Long | 93.3% | +2.43% | 9.22 | 15 |
| 11.07 → 17.07 | Long | 93.3% | +2.41% | 7.74 | 15 |