Over 2011 to 2025 (15 years of data), SEBASESEK has tended to move long between 22.08 and 21.09, closing higher in 86.7% of those years for an average +2.83% move and an annualized Sharpe of 1.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 21.09 | Long | 86.7% | +2.83% | 1.87 | 15 |
| 28.08 → 27.09 | Long | 86.7% | +2.65% | 1.45 | 15 |
| 22.08 → 19.10 | Long | 80.0% | +4.89% | 1.56 | 15 |
| 22.08 → 20.10 | Long | 80.0% | +4.66% | 1.45 | 15 |
| 22.08 → 18.10 | Long | 80.0% | +4.56% | 1.49 | 15 |
| 22.08 → 17.10 | Long | 80.0% | +4.30% | 1.46 | 15 |
| 23.08 → 18.10 | Long | 80.0% | +4.15% | 1.39 | 15 |
| 28.08 → 01.10 | Long | 80.0% | +2.69% | 1.37 | 15 |