Over 2011 to 2025 (15 years of data), ALOFREUR has tended to move long between 08.07 and 11.07, closing higher in 80.0% of those years for an average +1.92% move and an annualized Sharpe of 5.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 11.07 | Long | 80.0% | +1.92% | 5.92 | 15 |
| 07.07 → 10.07 | Long | 80.0% | +1.41% | 6.29 | 15 |
| 11.07 → 14.07 | Long | 80.0% | +0.31% | 0.73 | 15 |
| 07.07 → 18.07 | Long | 73.3% | +3.08% | 2.11 | 15 |
| 07.07 → 15.08 | Long | 73.3% | +2.67% | 0.69 | 15 |
| 07.07 → 13.08 | Long | 73.3% | +2.45% | 0.66 | 15 |
| 10.07 → 18.07 | Long | 73.3% | +2.37% | 1.97 | 15 |
| 07.07 → 14.08 | Long | 73.3% | +2.25% | 0.59 | 15 |