Over 2011 to 2025 (15 years of data), SKABSESEK has tended to move long between 28.08 and 17.09, closing higher in 93.3% of those years for an average +3.76% move and an annualized Sharpe of 2.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 17.09 | Long | 93.3% | +3.76% | 2.88 | 15 |
| 28.08 → 19.09 | Long | 93.3% | +3.53% | 2.45 | 15 |
| 27.08 → 17.09 | Long | 86.7% | +3.85% | 2.99 | 15 |
| 26.08 → 19.09 | Long | 86.7% | +3.82% | 2.42 | 15 |
| 27.08 → 15.09 | Long | 86.7% | +3.78% | 3.15 | 15 |
| 28.08 → 15.09 | Long | 86.7% | +3.69% | 3.06 | 15 |
| 22.08 → 19.09 | Long | 86.7% | +3.64% | 1.79 | 15 |
| 27.08 → 19.09 | Long | 86.7% | +3.62% | 2.52 | 15 |