Over 2011 to 2025 (15 years of data), ERICBSESEK has tended to move short between 12.07 and 11.08, closing higher in 73.3% of those years for an average +3.37% move and an annualized Sharpe of 1.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 11.08 | Short | 73.3% | +3.37% | 1.02 | 15 |
| 12.07 → 13.08 | Short | 73.3% | +3.19% | 0.92 | 15 |
| 12.07 → 12.08 | Short | 73.3% | +3.11% | 0.90 | 15 |
| 09.07 → 01.09 | Short | 73.3% | +2.78% | 0.53 | 15 |
| 09.07 → 31.08 | Short | 73.3% | +2.77% | 0.54 | 15 |
| 10.07 → 01.09 | Short | 73.3% | +2.58% | 0.47 | 15 |
| 10.07 → 31.08 | Short | 73.3% | +2.57% | 0.49 | 15 |
| 07.07 → 16.07 | Short | 73.3% | +2.45% | 1.88 | 15 |