Over 2020 to 2025 (6 years of data), BAMIITEUR has tended to move long between 22.07 and 25.07, closing higher in 100.0% of those years for an average +1.30% move and an annualized Sharpe of 16.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.07 | Long | 100.0% | +1.30% | 16.35 | 5 |
| 22.07 → 26.07 | Long | 100.0% | +1.24% | 8.84 | 5 |
| 24.07 → 22.09 | Long | 83.3% | +7.99% | 1.26 | 6 |
| 25.07 → 22.09 | Long | 83.3% | +7.74% | 1.27 | 6 |
| 28.07 → 26.09 | Long | 83.3% | +7.52% | 1.59 | 6 |
| 28.07 → 25.09 | Long | 83.3% | +7.28% | 1.55 | 6 |
| 25.07 → 23.09 | Long | 83.3% | +7.19% | 1.39 | 6 |
| 27.07 → 25.09 | Long | 83.3% | +7.17% | 1.49 | 6 |