Over 2011 to 2025 (15 years of data), TEFESEUR has tended to move long between 13.07 and 27.07, closing higher in 73.3% of those years for an average +0.85% move and an annualized Sharpe of 0.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 27.07 | Long | 73.3% | +0.85% | 0.73 | 15 |
| 15.07 → 19.07 | Short | 73.3% | +0.24% | 1.02 | 15 |
| 13.07 → 26.07 | Long | 73.3% | +0.03% | 0.03 | 15 |
| 12.07 → 26.07 | Long | 73.3% | -0.16% | -0.14 | 15 |
| 15.07 → 26.07 | Long | 73.3% | -0.25% | -0.24 | 15 |
| 15.07 → 22.08 | Short | 66.7% | +2.40% | 0.73 | 15 |
| 14.07 → 22.08 | Short | 66.7% | +2.30% | 0.69 | 15 |
| 16.07 → 22.08 | Short | 66.7% | +2.25% | 0.70 | 15 |