Over 2022 to 2025 (4 years of data), ATOFREUR has tended to move short between 13.08 and 12.10, closing higher in 100.0% of those years for an average +27.40% move and an annualized Sharpe of 16.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.08 → 12.10 | Short | 100.0% | +27.40% | 16.07 | 3 |
| 12.08 → 09.10 | Short | 100.0% | +26.78% | 18.00 | 3 |
| 12.08 → 11.10 | Short | 100.0% | +26.67% | 15.68 | 3 |
| 17.08 → 12.10 | Short | 100.0% | +26.49% | 36.56 | 3 |
| 14.08 → 12.10 | Short | 100.0% | +26.48% | 11.42 | 3 |
| 12.08 → 08.10 | Short | 100.0% | +26.39% | 15.65 | 3 |
| 15.08 → 12.10 | Short | 100.0% | +26.37% | 17.75 | 3 |
| 13.08 → 09.10 | Short | 100.0% | +26.34% | 16.94 | 3 |