Over 2011 to 2025 (15 years of data), ALVDEEUR has tended to move long between 07.07 and 16.07, closing higher in 73.3% of those years for an average +1.83% move and an annualized Sharpe of 2.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 16.07 | Long | 73.3% | +1.83% | 2.19 | 15 |
| 08.07 → 28.07 | Long | 73.3% | +1.72% | 1.73 | 15 |
| 08.07 → 27.07 | Long | 73.3% | +1.64% | 1.55 | 15 |
| 07.07 → 15.07 | Long | 73.3% | +1.62% | 2.04 | 15 |
| 07.07 → 14.07 | Long | 73.3% | +1.61% | 2.21 | 15 |
| 08.07 → 16.07 | Long | 73.3% | +1.59% | 2.27 | 15 |
| 08.07 → 15.07 | Long | 73.3% | +1.38% | 2.07 | 15 |
| 08.07 → 17.07 | Long | 73.3% | +1.34% | 1.71 | 15 |