Sweden
Over 2011 to 2025 (15 years of data), GETIBSESEK has tended to move short between 06.10 and 12.10, closing higher in 73.3% of those years for an average +1.47% move and an annualized Sharpe of 2.86.
Best window
06.10 - 12.10
Direction
Short
Win rate
73.3%
Avg return
+1.47%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 12.10 | Short | 73.3% | +1.47% | 2.86 | 15 |
| 07.10 → 12.10 | Short | 73.3% | +1.36% | 2.84 | 15 |
| 06.10 → 10.10 | Short | 73.3% |
| +1.10% |
| 2.60 |
| 15 |
| 06.10 → 09.10 | Short | 73.3% | +1.06% | 3.79 | 15 |
| 11.10 → 08.11 | Long | 66.7% | +4.44% | 1.25 | 15 |
| 11.10 → 03.12 | Long | 66.7% | +4.42% | 0.73 | 15 |
| 11.10 → 06.11 | Long | 66.7% | +4.41% | 1.36 | 15 |
| 11.10 → 02.12 | Long | 66.7% | +4.41% | 0.77 | 15 |