Over 2011 to 2025 (15 years of data), ERICBSESEK has tended to move short between 17.08 and 02.10, closing higher in 66.7% of those years for an average +1.72% move and an annualized Sharpe of 0.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 02.10 | Short | 66.7% | +1.72% | 0.57 | 15 |
| 14.08 → 28.09 | Short | 66.7% | +1.54% | 0.51 | 15 |
| 17.08 → 01.10 | Short | 66.7% | +1.52% | 0.51 | 15 |
| 17.08 → 04.10 | Short | 66.7% | +1.49% | 0.47 | 15 |
| 16.08 → 02.10 | Short | 66.7% | +1.48% | 0.48 | 15 |
| 12.08 → 02.10 | Short | 66.7% | +1.46% | 0.41 | 15 |
| 13.08 → 28.09 | Short | 66.7% | +1.37% | 0.44 | 15 |
| 15.08 → 29.09 | Short | 66.7% | +1.36% | 0.42 | 15 |