Over 2016 to 2025 (10 years of data), TLSNSESEK has tended to move long between 11.07 and 14.07, closing higher in 90.0% of those years for an average +0.82% move and an annualized Sharpe of 7.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 90.0% | +0.82% | 7.97 | 10 |
| 09.07 → 26.08 | Short | 80.0% | +1.79% | 0.75 | 10 |
| 08.07 → 26.08 | Short | 80.0% | +1.73% | 0.73 | 10 |
| 13.07 → 27.08 | Short | 80.0% | +1.72% | 0.71 | 10 |
| 09.07 → 14.08 | Short | 80.0% | +1.70% | 0.78 | 10 |
| 09.07 → 27.08 | Short | 80.0% | +1.65% | 0.72 | 10 |
| 12.07 → 27.08 | Short | 80.0% | +1.63% | 0.67 | 10 |
| 07.07 → 27.08 | Short | 80.0% | +1.59% | 0.73 | 10 |