Over 2011 to 2025 (15 years of data), ATCOASESEK has tended to move long between 22.08 and 14.09, closing higher in 86.7% of those years for an average +3.69% move and an annualized Sharpe of 2.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 14.09 | Long | 86.7% | +3.69% | 2.45 | 15 |
| 22.08 → 16.09 | Long | 80.0% | +3.88% | 2.20 | 15 |
| 22.08 → 15.09 | Long | 80.0% | +3.75% | 2.31 | 15 |
| 19.08 → 16.09 | Long | 80.0% | +3.69% | 1.71 | 15 |
| 20.08 → 16.09 | Long | 80.0% | +3.59% | 1.86 | 15 |
| 19.08 → 15.09 | Long | 80.0% | +3.57% | 1.72 | 15 |
| 22.08 → 17.09 | Long | 80.0% | +3.53% | 2.15 | 15 |
| 19.08 → 14.09 | Long | 80.0% | +3.52% | 1.76 | 15 |