Over 2011 to 2025 (15 years of data), HMBSESEK has tended to move long between 27.08 and 21.09, closing higher in 80.0% of those years for an average +3.39% move and an annualized Sharpe of 2.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 21.09 | Long | 80.0% | +3.39% | 2.29 | 15 |
| 28.08 → 21.09 | Long | 80.0% | +3.36% | 2.25 | 15 |
| 23.08 → 30.08 | Short | 80.0% | +1.57% | 3.17 | 15 |
| 25.08 → 27.09 | Long | 73.3% | +3.83% | 1.02 | 15 |
| 22.08 → 26.09 | Long | 73.3% | +3.29% | 0.84 | 15 |
| 27.08 → 20.09 | Long | 73.3% | +3.16% | 2.31 | 15 |
| 28.08 → 20.09 | Long | 73.3% | +3.12% | 2.30 | 15 |
| 27.08 → 18.09 | Long | 73.3% | +3.09% | 2.21 | 15 |