Over 2011 to 2025 (15 years of data), AIFREUR has tended to move short between 13.09 and 24.10, closing higher in 86.7% of those years for an average +2.10% move and an annualized Sharpe of 0.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.09 → 24.10 | Short | 86.7% | +2.10% | 0.98 | 15 |
| 13.09 → 07.10 | Short | 80.0% | +2.38% | 1.91 | 15 |
| 13.09 → 12.10 | Short | 80.0% | +2.34% | 1.61 | 15 |
| 13.09 → 10.10 | Short | 80.0% | +2.32% | 1.72 | 15 |
| 13.09 → 15.10 | Short | 80.0% | +2.32% | 1.61 | 15 |
| 13.09 → 06.10 | Short | 80.0% | +2.28% | 1.86 | 15 |
| 13.09 → 08.10 | Short | 80.0% | +2.28% | 1.64 | 15 |
| 13.09 → 13.10 | Short | 80.0% | +2.25% | 1.60 | 15 |