Over 2011 to 2025 (15 years of data), ALVDEEUR has tended to move long between 27.08 and 10.10, closing higher in 80.0% of those years for an average +2.84% move and an annualized Sharpe of 1.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 10.10 | Long | 80.0% | +2.84% | 1.14 | 15 |
| 27.08 → 15.10 | Long | 80.0% | +2.66% | 0.91 | 15 |
| 24.08 → 15.09 | Long | 80.0% | +1.84% | 1.53 | 15 |
| 23.08 → 15.09 | Long | 80.0% | +1.62% | 1.36 | 15 |
| 23.08 → 14.09 | Long | 80.0% | +1.08% | 0.74 | 15 |
| 27.08 → 17.10 | Long | 73.3% | +3.09% | 1.00 | 15 |
| 28.08 → 16.10 | Long | 73.3% | +3.00% | 0.99 | 15 |
| 27.08 → 16.10 | Long | 73.3% | +2.92% | 0.96 | 15 |