Over 2011 to 2025 (15 years of data), AGNNLEUR has tended to move long between 28.08 and 27.10, closing higher in 80.0% of those years for an average +5.71% move and an annualized Sharpe of 1.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 27.10 | Long | 80.0% | +5.71% | 1.42 | 15 |
| 24.08 → 23.10 | Long | 80.0% | +5.51% | 1.48 | 15 |
| 26.08 → 24.10 | Long | 80.0% | +5.34% | 1.47 | 15 |
| 26.08 → 23.10 | Long | 80.0% | +5.30% | 1.47 | 15 |
| 24.08 → 22.10 | Long | 80.0% | +5.27% | 1.47 | 15 |
| 27.08 → 24.10 | Long | 80.0% | +5.25% | 1.49 | 15 |
| 27.08 → 23.10 | Long | 80.0% | +5.21% | 1.49 | 15 |
| 27.08 → 26.10 | Long | 80.0% | +5.16% | 1.56 | 15 |