Over 2011 to 2025 (15 years of data), IBEESEUR has tended to move long between 16.08 and 24.08, closing higher in 80.0% of those years for an average +0.43% move and an annualized Sharpe of 0.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 24.08 | Long | 80.0% | +0.43% | 0.80 | 15 |
| 17.08 → 05.10 | Short | 73.3% | +1.29% | 0.43 | 15 |
| 16.08 → 25.08 | Long | 73.3% | +0.50% | 0.91 | 15 |
| 18.08 → 03.10 | Short | 66.7% | +1.62% | 0.56 | 15 |
| 17.08 → 03.10 | Short | 66.7% | +1.60% | 0.53 | 15 |
| 17.08 → 23.09 | Short | 66.7% | +1.37% | 0.55 | 15 |
| 17.08 → 24.09 | Short | 66.7% | +1.37% | 0.54 | 15 |
| 18.08 → 05.10 | Short | 66.7% | +1.31% | 0.45 | 15 |