Sweden
Over 2011 to 2025 (15 years of data), ELUXBSESEK has tended to move long between 10.10 and 05.11, closing higher in 80.0% of those years for an average +5.04% move and an annualized Sharpe of 1.77.
Best window
10.10 - 05.11
Direction
Long
Win rate
80.0%
Avg return
+5.04%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 05.11 | Long | 80.0% | +5.04% | 1.77 | 15 |
| 11.10 → 05.11 | Long | 80.0% | +5.03% | 1.81 | 15 |
| 08.10 → 05.11 | Long | 80.0% |
| +4.99% |
| 1.71 |
| 15 |
| 08.10 → 03.11 | Long | 80.0% | +4.98% | 1.69 | 15 |
| 08.10 → 04.11 | Long | 80.0% | +4.91% | 1.69 | 15 |
| 12.10 → 05.11 | Long | 80.0% | +4.55% | 1.68 | 15 |
| 07.10 → 05.11 | Long | 80.0% | +4.39% | 1.47 | 15 |
| 08.10 → 06.11 | Long | 80.0% | +4.28% | 1.48 | 15 |