Over 2011 to 2025 (15 years of data), NDASESEK has tended to move long between 11.07 and 29.07, closing higher in 80.0% of those years for an average +2.64% move and an annualized Sharpe of 1.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 29.07 | Long | 80.0% | +2.64% | 1.73 | 15 |
| 11.07 → 28.07 | Long | 80.0% | +2.44% | 1.72 | 15 |
| 12.07 → 29.07 | Long | 80.0% | +2.03% | 1.35 | 15 |
| 11.07 → 23.07 | Long | 80.0% | +1.92% | 1.72 | 15 |
| 12.07 → 28.07 | Long | 80.0% | +1.84% | 1.32 | 15 |
| 10.07 → 14.07 | Long | 80.0% | +1.13% | 3.11 | 15 |
| 10.07 → 13.07 | Long | 80.0% | +1.01% | 3.90 | 15 |
| 08.07 → 29.07 | Long | 73.3% | +2.71% | 1.57 | 15 |