Sweden
Over 2011 to 2025 (15 years of data), NDASESEK has tended to move long between 15.09 and 23.10, closing higher in 80.0% of those years for an average +2.29% move and an annualized Sharpe of 0.95.
Best window
15.09 - 23.10
Direction
Long
Win rate
80.0%
Avg return
+2.29%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 23.10 | Long | 80.0% | +2.29% | 0.95 | 15 |
| 17.09 → 23.10 | Long | 80.0% | +1.95% | 0.88 | 15 |
| 16.09 → 23.10 | Long | 80.0% |
| +1.57% |
| 0.72 |
| 15 |
| 20.09 → 23.10 | Long | 73.3% | +2.29% | 1.11 | 15 |
| 19.09 → 23.10 | Long | 73.3% | +2.22% | 1.08 | 15 |
| 20.09 → 22.10 | Long | 73.3% | +2.12% | 1.07 | 15 |
| 19.09 → 22.10 | Long | 73.3% | +2.05% | 1.04 | 15 |
| 20.09 → 25.10 | Long | 73.3% | +1.86% | 0.76 | 15 |