Sweden
Over 2011 to 2025 (15 years of data), INVEBSESEK has tended to move long between 11.10 and 05.12, closing higher in 86.7% of those years for an average +6.35% move and an annualized Sharpe of 1.80.
Best window
11.10 - 05.12
Direction
Long
Win rate
86.7%
Avg return
+6.35%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 05.12 | Long | 86.7% | +6.35% | 1.80 | 15 |
| 08.10 → 07.12 | Long | 86.7% | +6.12% | 1.65 | 15 |
| 10.10 → 06.12 | Long | 86.7% |
| +5.85% |
| 1.65 |
| 15 |
| 08.10 → 06.12 | Long | 86.7% | +5.84% | 1.66 | 15 |
| 09.10 → 06.12 | Long | 86.7% | +5.81% | 1.72 | 15 |
| 11.10 → 06.12 | Long | 80.0% | +6.14% | 1.69 | 15 |
| 10.10 → 07.12 | Long | 80.0% | +6.13% | 1.64 | 15 |
| 10.10 → 09.12 | Long | 80.0% | +6.11% | 1.61 | 15 |