Over 2011 to 2025 (15 years of data), IBEESEUR has tended to move long between 13.07 and 19.08, closing higher in 80.0% of those years for an average +2.30% move and an annualized Sharpe of 1.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 19.08 | Long | 80.0% | +2.30% | 1.06 | 15 |
| 13.07 → 18.08 | Long | 80.0% | +2.16% | 1.01 | 15 |
| 08.07 → 19.08 | Long | 80.0% | +2.10% | 0.76 | 15 |
| 13.07 → 17.08 | Long | 80.0% | +2.07% | 0.96 | 15 |
| 08.07 → 18.08 | Long | 80.0% | +1.96% | 0.72 | 15 |
| 11.07 → 18.08 | Long | 80.0% | +1.91% | 0.85 | 15 |
| 08.07 → 17.08 | Long | 80.0% | +1.87% | 0.69 | 15 |
| 10.07 → 18.08 | Long | 80.0% | +1.76% | 0.70 | 15 |