Over 2016 to 2025 (10 years of data), TLSNSESEK has tended to move short between 15.07 and 28.08, closing higher in 80.0% of those years for an average +2.08% move and an annualized Sharpe of 0.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.07 → 28.08 | Short | 80.0% | +2.08% | 0.85 | 10 |
| 14.07 → 28.08 | Short | 80.0% | +1.93% | 0.77 | 10 |
| 16.07 → 28.08 | Short | 80.0% | +1.92% | 0.82 | 10 |
| 13.07 → 28.08 | Short | 80.0% | +1.85% | 0.74 | 10 |
| 11.07 → 28.08 | Short | 80.0% | +1.66% | 0.67 | 10 |
| 15.07 → 30.08 | Short | 80.0% | +1.50% | 0.57 | 10 |
| 15.07 → 13.09 | Short | 80.0% | +1.38% | 0.37 | 10 |
| 14.07 → 30.08 | Short | 80.0% | +1.36% | 0.52 | 10 |