Over 2011 to 2025 (15 years of data), ALOFREUR has tended to move long between 14.07 and 28.07, closing higher in 80.0% of those years for an average +2.51% move and an annualized Sharpe of 2.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 28.07 | Long | 80.0% | +2.51% | 2.31 | 15 |
| 15.07 → 28.07 | Long | 80.0% | +2.35% | 2.38 | 15 |
| 14.07 → 23.07 | Long | 73.3% | +2.36% | 2.67 | 15 |
| 14.07 → 24.07 | Long | 73.3% | +2.36% | 2.69 | 15 |
| 15.07 → 24.07 | Long | 73.3% | +2.21% | 2.77 | 15 |
| 13.07 → 19.07 | Long | 73.3% | +2.20% | 3.09 | 15 |
| 15.07 → 23.07 | Long | 73.3% | +2.20% | 2.80 | 15 |
| 14.07 → 20.07 | Long | 73.3% | +1.97% | 3.12 | 15 |