Sweden
Over 2011 to 2025 (15 years of data), SKABSESEK has tended to move long between 06.10 and 04.12, closing higher in 73.3% of those years for an average +3.51% move and an annualized Sharpe of 0.81.
Best window
06.10 - 04.12
Direction
Long
Win rate
73.3%
Avg return
+3.51%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 04.12 | Long | 73.3% | +3.51% | 0.81 | 15 |
| 07.10 → 06.12 | Long | 73.3% | +3.13% | 0.74 | 15 |
| 11.10 → 16.10 | Short | 73.3% |
| +1.21% |
| 1.79 |
| 15 |
| 06.10 → 05.12 | Long | 66.7% | +3.70% | 0.82 | 15 |
| 12.10 → 09.12 | Long | 66.7% | +3.47% | 0.73 | 15 |
| 10.10 → 09.12 | Long | 66.7% | +3.28% | 0.63 | 15 |
| 12.10 → 07.12 | Long | 66.7% | +3.26% | 0.73 | 15 |
| 11.10 → 09.12 | Long | 66.7% | +3.25% | 0.66 | 15 |