Over 2011 to 2025 (15 years of data), SEBASESEK has tended to move long between 08.07 and 26.07, closing higher in 93.3% of those years for an average +4.23% move and an annualized Sharpe of 3.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 26.07 | Long | 93.3% | +4.23% | 3.98 | 15 |
| 07.07 → 26.07 | Long | 93.3% | +4.02% | 3.33 | 15 |
| 08.07 → 31.07 | Long | 93.3% | +3.66% | 2.66 | 15 |
| 08.07 → 19.07 | Long | 93.3% | +3.51% | 4.60 | 15 |
| 07.07 → 19.07 | Long | 93.3% | +3.30% | 3.75 | 15 |
| 08.07 → 18.07 | Long | 93.3% | +3.25% | 4.07 | 15 |
| 07.07 → 18.07 | Long | 93.3% | +3.05% | 3.27 | 15 |
| 07.07 → 17.07 | Long | 93.3% | +3.00% | 3.20 | 15 |