Over 2011 to 2025 (15 years of data), SKFBSESEK has tended to move long between 24.08 and 13.10, closing higher in 80.0% of those years for an average +1.78% move and an annualized Sharpe of 0.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 13.10 | Long | 80.0% | +1.78% | 0.54 | 15 |
| 22.08 → 11.10 | Long | 73.3% | +2.22% | 0.65 | 15 |
| 22.08 → 31.08 | Long | 73.3% | +2.14% | 2.34 | 15 |
| 22.08 → 13.10 | Long | 73.3% | +2.09% | 0.59 | 15 |
| 24.08 → 12.10 | Long | 73.3% | +2.09% | 0.63 | 15 |
| 22.08 → 30.08 | Long | 73.3% | +1.99% | 3.34 | 15 |
| 24.08 → 11.10 | Long | 73.3% | +1.91% | 0.60 | 15 |
| 24.08 → 14.10 | Long | 73.3% | +1.88% | 0.58 | 15 |