Sweden
Over 2011 to 2026 (16 years of data), ABBSESEK has tended to move long between 11.10 and 24.10, closing higher in 87.5% of those years for an average +2.15% move and an annualized Sharpe of 2.51.
Best window
11.10 - 24.10
Direction
Long
Win rate
87.5%
Avg return
+2.15%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.10 | Long | 87.5% | +2.15% | 2.51 | 8 |
| 11.10 → 23.10 | Long | 87.5% | +1.87% | 3.05 | 8 |
| 11.10 → 30.11 | Long | 75.0% |
| +3.77% |
| 1.47 |
| 8 |
| 11.10 → 02.12 | Long | 75.0% | +3.76% | 1.40 | 8 |
| 12.10 → 30.11 | Long | 75.0% | +3.69% | 1.47 | 8 |
| 12.10 → 02.12 | Long | 75.0% | +3.69% | 1.40 | 8 |
| 11.10 → 03.12 | Long | 75.0% | +3.52% | 1.41 | 8 |
| 10.10 → 30.11 | Long | 75.0% | +3.50% | 1.17 | 8 |