Over 2011 to 2025 (15 years of data), GETIBSESEK has tended to move long between 07.07 and 15.07, closing higher in 80.0% of those years for an average +1.88% move and an annualized Sharpe of 2.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.07 | Long | 80.0% | +1.88% | 2.79 | 15 |
| 10.07 → 13.07 | Long | 80.0% | +1.17% | 5.23 | 15 |
| 07.07 → 30.07 | Long | 73.3% | +4.64% | 1.67 | 15 |
| 07.07 → 29.07 | Long | 73.3% | +4.52% | 1.66 | 15 |
| 07.07 → 28.07 | Long | 73.3% | +4.51% | 1.68 | 15 |
| 08.07 → 30.07 | Long | 73.3% | +4.47% | 1.71 | 15 |
| 07.07 → 27.07 | Long | 73.3% | +4.40% | 1.65 | 15 |
| 08.07 → 29.07 | Long | 73.3% | +4.35% | 1.69 | 15 |