Sweden
Over 2011 to 2025 (15 years of data), SEBASESEK has tended to move long between 11.10 and 09.12, closing higher in 73.3% of those years for an average +2.56% move and an annualized Sharpe of 0.83.
Best window
11.10 - 09.12
Direction
Long
Win rate
73.3%
Avg return
+2.56%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 73.3% | +2.56% | 0.83 | 15 |
| 10.10 → 11.11 | Long | 66.7% | +3.30% | 1.59 | 15 |
| 10.10 → 07.12 | Long | 66.7% |
| +3.16% |
| 1.08 |
| 15 |
| 08.10 → 07.12 | Long | 66.7% | +3.01% | 0.98 | 15 |
| 09.10 → 07.12 | Long | 66.7% | +3.01% | 1.01 | 15 |
| 11.10 → 11.11 | Long | 66.7% | +2.95% | 1.46 | 15 |
| 10.10 → 08.11 | Long | 66.7% | +2.93% | 1.64 | 15 |
| 10.10 → 12.11 | Long | 66.7% | +2.91% | 1.40 | 15 |