Over 2020 to 2025 (6 years of data), BAMIITEUR has tended to move long between 26.08 and 17.10, closing higher in 100.0% of those years for an average +9.85% move and an annualized Sharpe of 4.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 17.10 | Long | 100.0% | +9.85% | 4.56 | 4 |
| 27.08 → 18.10 | Long | 100.0% | +9.29% | 3.42 | 5 |
| 27.08 → 17.10 | Long | 100.0% | +8.97% | 3.07 | 5 |
| 21.08 → 18.10 | Long | 100.0% | +8.87% | 5.55 | 5 |
| 27.08 → 26.10 | Long | 100.0% | +8.83% | 2.62 | 5 |
| 27.08 → 23.10 | Long | 100.0% | +8.82% | 2.52 | 5 |
| 27.08 → 16.10 | Long | 100.0% | +8.65% | 3.17 | 5 |
| 27.08 → 25.10 | Long | 100.0% | +8.62% | 2.33 | 5 |