Over 2011 to 2025 (15 years of data), ABBSESEK has tended to move long between 07.07 and 16.07, closing higher in 46.7% of those years for an average +0.78% move and an annualized Sharpe of 2.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 16.07 | Long | 46.7% | +0.78% | 2.69 | 15 |
| 08.07 → 16.07 | Long | 46.7% | +0.68% | 2.66 | 15 |
| 10.07 → 16.07 | Long | 46.7% | +0.52% | 3.19 | 15 |
| 11.07 → 18.07 | Long | 40.0% | +0.88% | 2.61 | 15 |
| 11.07 → 16.07 | Long | 40.0% | +0.81% | 4.21 | 15 |
| 11.07 → 15.07 | Long | 40.0% | +0.74% | 4.83 | 15 |
| 11.07 → 17.07 | Long | 40.0% | +0.71% | 2.94 | 15 |
| 07.07 → 13.07 | Long | 40.0% | +0.67% | 3.29 | 15 |