Sweden
Over 2011 to 2026 (16 years of data), ATCOASESEK has tended to move long between 11.10 and 07.12, closing higher in 80.0% of those years for an average +7.17% move and an annualized Sharpe of 1.56.
Best window
11.10 - 07.12
Direction
Long
Win rate
80.0%
Avg return
+7.17%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.12 | Long | 80.0% | +7.17% | 1.56 | 15 |
| 11.10 → 04.12 | Long | 80.0% | +7.16% | 1.71 | 15 |
| 11.10 → 05.12 | Long | 80.0% |
| +7.06% |
| 1.58 |
| 15 |
| 11.10 → 06.12 | Long | 80.0% | +6.96% | 1.48 | 15 |
| 12.10 → 07.12 | Long | 80.0% | +6.88% | 1.46 | 15 |
| 12.10 → 04.12 | Long | 80.0% | +6.86% | 1.61 | 15 |
| 10.10 → 07.12 | Long | 80.0% | +6.77% | 1.38 | 15 |
| 12.10 → 05.12 | Long | 80.0% | +6.76% | 1.49 | 15 |