Over 2011 to 2025 (15 years of data), SANDSESEK has tended to move long between 09.07 and 13.07, closing higher in 80.0% of those years for an average +0.83% move and an annualized Sharpe of 2.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 13.07 | Long | 80.0% | +0.83% | 2.96 | 15 |
| 13.07 → 08.09 | Short | 73.3% | +3.07% | 0.68 | 15 |
| 13.07 → 07.09 | Short | 73.3% | +3.03% | 0.68 | 15 |
| 12.07 → 08.09 | Short | 73.3% | +2.81% | 0.63 | 15 |
| 11.07 → 15.07 | Long | 73.3% | +1.19% | 4.61 | 15 |
| 13.07 → 16.07 | Short | 73.3% | +1.00% | 3.55 | 15 |
| 12.07 → 18.07 | Short | 73.3% | +0.77% | 2.04 | 15 |
| 09.07 → 15.07 | Long | 73.3% | +0.76% | 1.60 | 15 |