Sweden
Over 2011 to 2026 (16 years of data), ALFASESEK has tended to move long between 11.10 and 04.12, closing higher in 86.7% of those years for an average +5.00% move and an annualized Sharpe of 1.46.
Best window
11.10 - 04.12
Direction
Long
Win rate
86.7%
Avg return
+5.00%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 86.7% | +5.00% | 1.46 | 15 |
| 05.10 → 27.11 | Long | 80.0% | +5.35% | 1.09 | 15 |
| 05.10 → 28.11 | Long | 80.0% |
| +5.02% |
| 1.01 |
| 15 |
| 06.10 → 27.11 | Long | 80.0% | +4.97% | 1.04 | 15 |
| 10.10 → 27.11 | Long | 80.0% | +4.89% | 1.22 | 15 |
| 10.10 → 07.12 | Long | 80.0% | +4.89% | 1.08 | 15 |
| 11.10 → 09.12 | Long | 80.0% | +4.89% | 1.21 | 15 |
| 11.10 → 02.12 | Long | 80.0% | +4.88% | 1.44 | 15 |