Over 2011 to 2025 (15 years of data), ELUXBSESEK has tended to move long between 07.07 and 13.07, closing higher in 80.0% of those years for an average +1.53% move and an annualized Sharpe of 3.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 13.07 | Long | 80.0% | +1.53% | 3.09 | 15 |
| 07.07 → 11.07 | Long | 80.0% | +1.48% | 4.82 | 15 |
| 07.07 → 12.07 | Long | 73.3% | +1.72% | 4.85 | 15 |
| 08.07 → 13.07 | Long | 73.3% | +1.09% | 2.95 | 15 |
| 07.07 → 18.07 | Long | 73.3% | +1.08% | 0.64 | 15 |
| 08.07 → 11.07 | Long | 73.3% | +1.03% | 5.54 | 15 |
| 11.07 → 16.07 | Long | 73.3% | +0.77% | 3.05 | 15 |
| 09.07 → 14.07 | Long | 73.3% | +0.75% | 2.15 | 15 |