Sweden
Over 2011 to 2025 (15 years of data), SECUBSESEK has tended to move long between 06.10 and 09.11, closing higher in 86.7% of those years for an average +6.30% move and an annualized Sharpe of 2.72.
Best window
06.10 - 09.11
Direction
Long
Win rate
86.7%
Avg return
+6.30%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.11 | Long | 86.7% | +6.30% | 2.72 | 15 |
| 09.10 → 09.11 | Long | 86.7% | +6.02% | 2.78 | 15 |
| 09.10 → 07.11 | Long | 86.7% |
| +5.61% |
| 2.48 |
| 15 |
| 12.10 → 07.11 | Long | 86.7% | +5.26% | 2.60 | 15 |
| 12.10 → 15.11 | Long | 86.7% | +5.23% | 2.22 | 15 |
| 12.10 → 06.11 | Long | 86.7% | +5.20% | 2.82 | 15 |
| 12.10 → 24.11 | Long | 86.7% | +5.03% | 1.71 | 15 |
| 08.10 → 05.11 | Long | 86.7% | +4.84% | 2.29 | 15 |