Over 2011 to 2025 (15 years of data), INVEBSESEK has tended to move long between 08.07 and 28.07, closing higher in 86.7% of those years for an average +2.91% move and an annualized Sharpe of 2.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.07 | Long | 86.7% | +2.91% | 2.39 | 15 |
| 11.07 → 28.07 | Long | 86.7% | +2.62% | 2.64 | 15 |
| 11.07 → 29.07 | Long | 86.7% | +2.55% | 2.50 | 15 |
| 11.07 → 23.07 | Long | 86.7% | +2.53% | 3.91 | 15 |
| 11.07 → 22.07 | Long | 86.7% | +2.46% | 4.40 | 15 |
| 11.07 → 24.07 | Long | 86.7% | +2.39% | 3.86 | 15 |
| 11.07 → 25.07 | Long | 86.7% | +2.38% | 3.37 | 15 |
| 11.07 → 27.07 | Long | 86.7% | +2.34% | 2.64 | 15 |