Over 2011 to 2025 (15 years of data), SKABSESEK has tended to move long between 11.07 and 21.07, closing higher in 80.0% of those years for an average +1.87% move and an annualized Sharpe of 2.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Long | 80.0% | +1.87% | 2.45 | 15 |
| 11.07 → 18.07 | Long | 80.0% | +1.65% | 3.89 | 15 |
| 08.07 → 12.07 | Long | 80.0% | +1.58% | 4.51 | 15 |
| 09.07 → 16.07 | Long | 80.0% | +1.51% | 3.01 | 15 |
| 08.07 → 11.07 | Long | 80.0% | +1.42% | 5.44 | 15 |
| 11.07 → 17.07 | Long | 80.0% | +1.30% | 3.55 | 15 |
| 09.07 → 15.07 | Long | 80.0% | +1.20% | 2.57 | 15 |
| 09.07 → 12.07 | Long | 80.0% | +1.08% | 5.36 | 15 |