Sweden
Over 2011 to 2025 (15 years of data), NDASESEK has tended to move long between 10.10 and 19.10, closing higher in 73.3% of those years for an average +1.76% move and an annualized Sharpe of 2.34.
Best window
10.10 - 19.10
Direction
Long
Win rate
73.3%
Avg return
+1.76%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 19.10 | Long | 73.3% | +1.76% | 2.34 | 15 |
| 10.10 → 18.10 | Long | 73.3% | +1.45% | 1.99 | 15 |
| 08.10 → 04.11 | Long | 73.3% |
| +1.26% |
| 0.60 |
| 15 |
| 11.10 → 18.10 | Long | 73.3% | +1.21% | 2.03 | 15 |
| 10.10 → 23.10 | Long | 66.7% | +2.31% | 2.17 | 15 |
| 09.10 → 23.10 | Long | 66.7% | +2.18% | 1.97 | 15 |
| 06.10 → 23.10 | Long | 66.7% | +2.03% | 1.66 | 15 |
| 08.10 → 23.10 | Long | 66.7% | +1.95% | 1.71 | 15 |