Over 2011 to 2025 (15 years of data), ATCOASESEK has tended to move long between 11.07 and 16.07, closing higher in 86.7% of those years for an average +2.67% move and an annualized Sharpe of 6.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 16.07 | Long | 86.7% | +2.67% | 6.29 | 15 |
| 11.07 → 15.07 | Long | 80.0% | +2.72% | 8.51 | 15 |
| 10.07 → 15.07 | Long | 80.0% | +2.15% | 4.49 | 15 |
| 12.07 → 16.07 | Long | 80.0% | +1.85% | 4.24 | 15 |
| 13.07 → 16.07 | Long | 80.0% | +1.55% | 4.29 | 15 |
| 10.07 → 16.07 | Long | 73.3% | +2.09% | 3.77 | 15 |
| 09.07 → 15.07 | Long | 73.3% | +2.06% | 4.29 | 15 |
| 09.07 → 16.07 | Long | 73.3% | +2.01% | 3.48 | 15 |