Over 2011 to 2025 (15 years of data), AGSBEEUR has tended to move long between 08.07 and 15.08, closing higher in 80.0% of those years for an average +3.63% move and an annualized Sharpe of 0.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 15.08 | Long | 80.0% | +3.63% | 0.83 | 15 |
| 07.07 → 15.08 | Long | 80.0% | +3.55% | 0.77 | 15 |
| 08.07 → 16.08 | Long | 80.0% | +3.35% | 0.74 | 15 |
| 07.07 → 16.08 | Long | 80.0% | +3.28% | 0.68 | 15 |
| 09.07 → 15.08 | Long | 80.0% | +2.78% | 0.66 | 15 |
| 08.07 → 17.08 | Long | 80.0% | +2.72% | 0.55 | 15 |
| 07.07 → 17.08 | Long | 80.0% | +2.65% | 0.51 | 15 |
| 07.07 → 09.08 | Long | 80.0% | +2.56% | 0.58 | 15 |