Over 2011 to 2025 (15 years of data), SKFBSESEK has tended to move long between 11.07 and 14.07, closing higher in 73.3% of those years for an average +0.98% move and an annualized Sharpe of 6.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 73.3% | +0.98% | 6.38 | 15 |
| 12.07 → 15.07 | Long | 73.3% | +0.38% | 1.07 | 15 |
| 11.07 → 17.07 | Long | 73.3% | +0.31% | 0.51 | 15 |
| 11.07 → 15.07 | Long | 73.3% | +0.14% | 0.32 | 15 |
| 14.07 → 23.08 | Short | 66.7% | +4.28% | 1.14 | 15 |
| 14.07 → 20.08 | Short | 66.7% | +4.16% | 1.16 | 15 |
| 14.07 → 22.08 | Short | 66.7% | +4.08% | 1.07 | 15 |
| 14.07 → 24.08 | Short | 66.7% | +4.05% | 1.10 | 15 |