Sweden
Over 2011 to 2025 (15 years of data), ERICBSESEK has tended to move long between 13.10 and 08.12, closing higher in 73.3% of those years for an average +5.59% move and an annualized Sharpe of 1.38.
Best window
13.10 - 08.12
Direction
Long
Win rate
73.3%
Avg return
+5.59%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 08.12 | Long | 73.3% | +5.59% | 1.38 | 15 |
| 13.10 → 07.12 | Long | 73.3% | +5.42% | 1.46 | 15 |
| 13.10 → 06.12 | Long | 73.3% |
| +4.93% |
| 1.34 |
| 15 |
| 13.10 → 18.10 | Long | 73.3% | +3.62% | 4.52 | 15 |
| 12.10 → 18.10 | Long | 73.3% | +3.23% | 3.50 | 15 |
| 13.10 → 17.10 | Long | 73.3% | +2.87% | 4.73 | 15 |
| 12.10 → 17.10 | Long | 73.3% | +2.50% | 3.34 | 15 |
| 13.10 → 09.12 | Long | 66.7% | +5.33% | 1.31 | 15 |