Over 2011 to 2025 (15 years of data), AGNNLEUR has tended to move long between 07.07 and 11.08, closing higher in 73.3% of those years for an average +4.02% move and an annualized Sharpe of 0.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.08 | Long | 73.3% | +4.02% | 0.71 | 15 |
| 08.07 → 11.08 | Long | 73.3% | +3.87% | 0.73 | 15 |
| 07.07 → 10.08 | Long | 73.3% | +3.01% | 0.52 | 15 |
| 08.07 → 10.08 | Long | 73.3% | +2.84% | 0.53 | 15 |
| 11.07 → 10.08 | Long | 73.3% | +2.15% | 0.47 | 15 |
| 12.07 → 10.08 | Long | 73.3% | +2.11% | 0.46 | 15 |
| 08.07 → 09.08 | Long | 73.3% | +2.10% | 0.43 | 15 |
| 07.07 → 22.07 | Long | 73.3% | +1.94% | 1.44 | 15 |