Over 2020 to 2025 (6 years of data), AGLITEUR has tended to move long between 10.07 and 08.09, closing higher in 66.7% of those years for an average +1.47% move and an annualized Sharpe of 1.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 08.09 | Long | 66.7% | +1.47% | 1.62 | 6 |
| 11.07 → 22.07 | Short | 66.7% | +1.33% | 3.13 | 6 |
| 11.07 → 23.07 | Short | 66.7% | +1.25% | 3.08 | 6 |
| 10.07 → 25.07 | Long | 66.7% | +0.93% | 2.63 | 6 |
| 13.07 → 22.07 | Short | 66.7% | +0.61% | 4.37 | 6 |
| 07.07 → 31.07 | Short | 50.0% | +7.21% | 1.76 | 6 |
| 13.07 → 14.08 | Long | 50.0% | +6.99% | 2.01 | 6 |
| 07.07 → 29.07 | Short | 50.0% | +6.94% | 1.87 | 6 |