Over 2011 to 2025 (15 years of data), SECUBSESEK has tended to move long between 26.08 and 25.10, closing higher in 66.7% of those years for an average +2.05% move and an annualized Sharpe of 0.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 25.10 | Long | 66.7% | +2.05% | 0.66 | 15 |
| 25.08 → 24.10 | Long | 66.7% | +1.98% | 0.65 | 15 |
| 26.08 → 24.10 | Long | 66.7% | +1.93% | 0.64 | 15 |
| 25.08 → 23.10 | Long | 66.7% | +1.85% | 0.60 | 15 |
| 27.08 → 26.10 | Long | 66.7% | +1.83% | 0.73 | 15 |
| 26.08 → 23.10 | Long | 66.7% | +1.80% | 0.58 | 15 |
| 28.08 → 26.10 | Long | 66.7% | +1.74% | 0.73 | 15 |
| 27.08 → 25.10 | Long | 66.7% | +1.69% | 0.62 | 15 |