Sweden
Over 2011 to 2025 (15 years of data), HMBSESEK has tended to move long between 12.10 and 22.10, closing higher in 80.0% of those years for an average +1.87% move and an annualized Sharpe of 3.76.
Best window
12.10 - 22.10
Direction
Long
Win rate
80.0%
Avg return
+1.87%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 22.10 | Long | 80.0% | +1.87% | 3.76 | 15 |
| 12.10 → 20.10 | Long | 80.0% | +1.54% | 3.85 | 15 |
| 12.10 → 21.10 | Long | 80.0% |
| +1.43% |
| 3.12 |
| 15 |
| 10.10 → 13.10 | Long | 80.0% | +1.04% | 3.44 | 15 |
| 12.10 → 04.12 | Long | 73.3% | +3.55% | 0.98 | 15 |
| 12.10 → 05.12 | Long | 73.3% | +3.48% | 0.97 | 15 |
| 12.10 → 02.12 | Long | 73.3% | +2.63% | 0.69 | 15 |
| 12.10 → 01.12 | Long | 73.3% | +2.37% | 0.65 | 15 |