Over 2011 to 2025 (15 years of data), ALFASESEK has tended to move long between 11.09 and 10.11, closing higher in 80.0% of those years for an average +3.83% move and an annualized Sharpe of 1.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.09 → 10.11 | Long | 80.0% | +3.83% | 1.09 | 15 |
| 13.09 → 16.09 | Long | 80.0% | +0.39% | 1.21 | 15 |
| 12.09 → 11.11 | Long | 73.3% | +3.98% | 1.12 | 15 |
| 12.09 → 10.11 | Long | 73.3% | +3.27% | 0.96 | 15 |
| 14.09 → 11.11 | Long | 73.3% | +3.23% | 0.94 | 15 |
| 14.09 → 28.09 | Short | 73.3% | +1.35% | 1.39 | 15 |
| 10.09 → 13.09 | Long | 73.3% | +1.25% | 4.75 | 15 |
| 14.09 → 01.10 | Short | 73.3% | +1.00% | 0.97 | 15 |