Over 2011 to 2025 (15 years of data), AIFREUR has tended to move long between 11.07 and 23.07, closing higher in 80.0% of those years for an average +1.55% move and an annualized Sharpe of 4.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 23.07 | Long | 80.0% | +1.55% | 4.01 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +1.43% | 3.97 | 15 |
| 11.07 → 16.07 | Long | 80.0% | +1.17% | 4.79 | 15 |
| 10.07 → 14.07 | Long | 80.0% | +1.14% | 4.44 | 15 |
| 11.07 → 25.07 | Long | 80.0% | +1.13% | 2.70 | 15 |
| 07.07 → 27.07 | Long | 73.3% | +2.35% | 2.35 | 15 |
| 08.07 → 27.07 | Long | 73.3% | +2.35% | 2.60 | 15 |
| 07.07 → 28.07 | Long | 73.3% | +2.33% | 2.51 | 15 |