Over 2011 to 2025 (15 years of data), SCABSESEK has tended to move long between 07.07 and 13.07, closing higher in 73.3% of those years for an average +1.20% move and an annualized Sharpe of 2.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 13.07 | Long | 73.3% | +1.20% | 2.59 | 15 |
| 07.07 → 14.07 | Long | 73.3% | +1.11% | 2.18 | 15 |
| 07.07 → 15.07 | Long | 73.3% | +1.04% | 1.53 | 15 |
| 08.07 → 13.07 | Long | 73.3% | +0.98% | 2.36 | 15 |
| 08.07 → 14.07 | Long | 73.3% | +0.89% | 2.00 | 15 |
| 08.07 → 15.07 | Long | 73.3% | +0.82% | 1.37 | 15 |
| 08.07 → 16.07 | Long | 73.3% | +0.70% | 0.94 | 15 |
| 08.07 → 11.07 | Long | 73.3% | +0.69% | 3.77 | 15 |