Over 2011 to 2025 (15 years of data), TEFESEUR has tended to move long between 10.07 and 26.07, closing higher in 73.3% of those years for an average +1.26% move and an annualized Sharpe of 0.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 26.07 | Long | 73.3% | +1.26% | 0.95 | 15 |
| 08.07 → 13.07 | Long | 73.3% | +0.95% | 2.40 | 15 |
| 10.07 → 25.07 | Long | 73.3% | +0.87% | 0.74 | 15 |
| 12.07 → 26.07 | Long | 73.3% | +0.77% | 0.61 | 15 |
| 11.07 → 22.07 | Long | 73.3% | +0.46% | 0.56 | 15 |
| 11.07 → 25.07 | Long | 73.3% | +0.44% | 0.38 | 15 |
| 12.07 → 25.07 | Long | 73.3% | +0.39% | 0.33 | 15 |
| 07.07 → 17.07 | Short | 73.3% | -0.19% | -0.21 | 15 |