Norway
Over 2011 to 2025 (15 years of data), DNBNONOK has tended to move long between 05.10 and 07.11, closing higher in 77.8% of those years for an average +4.95% move and an annualized Sharpe of 2.12.
Best window
05.10 - 07.11
Direction
Long
Win rate
77.8%
Avg return
+4.95%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 07.11 | Long | 77.8% | +4.95% | 2.12 | 9 |
| 05.10 → 08.11 | Long | 77.8% | +4.73% | 2.10 | 9 |
| 11.10 → 20.10 | Long | 77.8% |
| +1.47% |
| 3.48 |
| 9 |
| 08.10 → 13.10 | Short | 77.8% | +1.41% | 5.56 | 9 |
| 09.10 → 13.10 | Short | 77.8% | +1.30% | 3.75 | 9 |
| 11.10 → 19.10 | Long | 77.8% | +1.23% | 3.18 | 9 |
| 05.10 → 11.10 | Long | 77.8% | +1.15% | 2.40 | 9 |
| 07.10 → 13.10 | Short | 77.8% | +1.04% | 2.84 | 9 |