Over 2011 to 2025 (15 years of data), ELUXBSESEK has tended to move long between 11.07 and 15.07, closing higher in 73.3% of those years for an average +0.43% move and an annualized Sharpe of 1.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 15.07 | Long | 73.3% | +0.43% | 1.84 | 15 |
| 11.07 → 16.07 | Long | 73.3% | +0.43% | 1.27 | 15 |
| 13.07 → 11.09 | Short | 66.7% | +5.50% | 0.75 | 15 |
| 15.07 → 11.09 | Short | 66.7% | +5.44% | 0.81 | 15 |
| 17.07 → 11.09 | Short | 66.7% | +5.34% | 0.82 | 15 |
| 15.07 → 12.09 | Short | 66.7% | +5.19% | 0.75 | 15 |
| 16.07 → 11.09 | Short | 66.7% | +5.17% | 0.77 | 15 |
| 13.07 → 10.09 | Short | 66.7% | +5.16% | 0.71 | 15 |