Window (Monthly) | Monthly Return (%) | Alpha | Sharpe Ratio | Win Rate (%) |
2 | 2.19 | 0.0382 | 0.2799 | 60.61 |
3 | 2.63 | 0.0388 | 0.2901 | 62.17 |
6 | 2.36 | 0.0404 | 0.2921 | 61.90 |
12 | 2.59 | 0.0406 | 0.2979 | 62.31 |
24 | 1.99 | 0.0327 | 0.2330 | 59.84 |
36 | 1.48 | 0.0263 | 0.1985 | 56.98 |