Sweden
Over 2011 to 2025 (15 years of data), SCABSESEK has tended to move long between 11.10 and 04.12, closing higher in 86.7% of those years for an average +6.32% move and an annualized Sharpe of 1.42.
Best window
11.10 - 04.12
Direction
Long
Win rate
86.7%
Avg return
+6.32%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 86.7% | +6.32% | 1.42 | 15 |
| 10.10 → 04.12 | Long | 86.7% | +6.21% | 1.23 | 15 |
| 11.10 → 09.12 | Long | 86.7% |
| +6.00% |
| 1.24 |
| 15 |
| 10.10 → 25.11 | Long | 86.7% | +5.96% | 1.35 | 15 |
| 10.10 → 07.12 | Long | 86.7% | +5.79% | 1.04 | 15 |
| 10.10 → 08.12 | Long | 86.7% | +5.57% | 1.02 | 15 |
| 09.10 → 01.12 | Long | 80.0% | +6.35% | 1.25 | 15 |
| 11.10 → 03.12 | Long | 80.0% | +6.24% | 1.46 | 15 |