Over 2011 to 2025 (15 years of data), ALFASESEK has tended to move long between 12.07 and 15.08, closing higher in 80.0% of those years for an average +2.03% move and an annualized Sharpe of 0.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 15.08 | Long | 80.0% | +2.03% | 0.62 | 15 |
| 07.07 → 22.07 | Long | 73.3% | +4.21% | 2.33 | 15 |
| 08.07 → 22.07 | Long | 73.3% | +4.16% | 2.46 | 15 |
| 07.07 → 23.07 | Long | 73.3% | +3.84% | 2.00 | 15 |
| 07.07 → 28.07 | Long | 73.3% | +3.79% | 1.58 | 15 |
| 08.07 → 23.07 | Long | 73.3% | +3.79% | 2.10 | 15 |
| 08.07 → 28.07 | Long | 73.3% | +3.74% | 1.64 | 15 |
| 07.07 → 29.07 | Long | 73.3% | +3.72% | 1.47 | 15 |