Sweden
Over 2011 to 2025 (15 years of data), SANDSESEK has tended to move long between 10.10 and 02.12, closing higher in 86.7% of those years for an average +7.42% move and an annualized Sharpe of 1.84.
Best window
10.10 - 02.12
Direction
Long
Win rate
86.7%
Avg return
+7.42%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 02.12 | Long | 86.7% | +7.42% | 1.84 | 15 |
| 08.10 → 02.12 | Long | 86.7% | +7.40% | 1.81 | 15 |
| 10.10 → 01.12 | Long | 86.7% |
| +7.40% |
| 1.85 |
| 15 |
| 08.10 → 01.12 | Long | 86.7% | +7.37% | 1.82 | 15 |
| 09.10 → 02.12 | Long | 86.7% | +7.15% | 1.74 | 15 |
| 09.10 → 01.12 | Long | 86.7% | +7.13% | 1.74 | 15 |
| 10.10 → 30.11 | Long | 86.7% | +6.97% | 1.80 | 15 |
| 08.10 → 30.11 | Long | 86.7% | +6.95% | 1.75 | 15 |