Over 2022 to 2025 (4 years of data), ATOFREUR has tended to move short between 13.07 and 10.09, closing higher in 75.0% of those years for an average +25.57% move and an annualized Sharpe of 2.74.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.09 | Short | 75.0% | +25.57% | 2.74 | 4 |
| 13.07 → 07.09 | Short | 75.0% | +25.25% | 3.02 | 4 |
| 13.07 → 11.09 | Short | 75.0% | +24.87% | 2.47 | 4 |
| 13.07 → 09.09 | Short | 75.0% | +24.51% | 2.80 | 4 |
| 13.07 → 08.09 | Short | 75.0% | +24.27% | 2.81 | 4 |
| 12.07 → 10.09 | Short | 75.0% | +23.08% | 2.55 | 4 |
| 12.07 → 07.09 | Short | 75.0% | +22.68% | 2.78 | 4 |
| 12.07 → 09.09 | Short | 75.0% | +21.96% | 2.59 | 4 |