Over 2020 to 2025 (6 years of data), BAMIITEUR has tended to move long between 13.07 and 28.07, closing higher in 100.0% of those years for an average +3.82% move and an annualized Sharpe of 4.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.07 | Long | 100.0% | +3.82% | 4.48 | 5 |
| 13.07 → 25.07 | Long | 100.0% | +1.80% | 5.74 | 5 |
| 07.07 → 14.08 | Long | 83.3% | +4.43% | 1.49 | 6 |
| 07.07 → 13.08 | Long | 83.3% | +4.32% | 1.44 | 6 |
| 07.07 → 12.08 | Long | 83.3% | +4.06% | 1.41 | 6 |
| 07.07 → 15.08 | Long | 83.3% | +4.04% | 1.36 | 6 |
| 11.07 → 14.08 | Long | 83.3% | +3.97% | 1.29 | 6 |
| 08.07 → 14.08 | Long | 83.3% | +3.92% | 1.53 | 6 |