Over 2011 to 2025 (15 years of data), SECUBSESEK has tended to move long between 11.07 and 22.07, closing higher in 93.3% of those years for an average +2.13% move and an annualized Sharpe of 5.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 22.07 | Long | 93.3% | +2.13% | 5.87 | 15 |
| 11.07 → 19.07 | Long | 93.3% | +1.87% | 5.36 | 15 |
| 10.07 → 28.07 | Long | 86.7% | +4.04% | 3.30 | 15 |
| 12.07 → 28.07 | Long | 86.7% | +3.20% | 3.47 | 15 |
| 13.07 → 28.07 | Long | 86.7% | +3.17% | 3.40 | 15 |
| 11.07 → 24.07 | Long | 86.7% | +1.95% | 3.78 | 15 |
| 11.07 → 23.07 | Long | 86.7% | +1.94% | 4.02 | 15 |
| 13.07 → 22.07 | Long | 86.7% | +1.24% | 4.38 | 15 |