Sweden
Over 2011 to 2025 (15 years of data), NDASESEK has tended to move long between 05.10 and 20.10, closing higher in 80.0% of those years for an average +1.98% move and an annualized Sharpe of 1.87.
Best window
05.10 - 20.10
Direction
Long
Win rate
80.0%
Avg return
+1.98%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 20.10 | Long | 80.0% | +1.98% | 1.87 | 15 |
| 05.10 → 23.10 | Long | 73.3% | +2.67% | 2.15 | 15 |
| 05.10 → 02.12 | Long | 73.3% |
| +2.34% |
| 0.71 |
| 15 |
| 05.10 → 19.10 | Long | 73.3% | +2.13% | 2.12 | 15 |
| 05.10 → 04.12 | Long | 73.3% | +2.12% | 0.61 | 15 |
| 05.10 → 24.10 | Long | 73.3% | +2.07% | 1.42 | 15 |
| 05.10 → 18.10 | Long | 73.3% | +1.82% | 1.87 | 15 |
| 10.10 → 19.10 | Long | 73.3% | +1.76% | 2.34 | 15 |