Over 2011 to 2025 (15 years of data), SKFBSESEK has tended to move long between 10.07 and 13.07, closing higher in 80.0% of those years for an average +1.32% move and an annualized Sharpe of 5.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 13.07 | Long | 80.0% | +1.32% | 5.59 | 15 |
| 11.07 → 14.07 | Long | 80.0% | +0.66% | 1.92 | 15 |
| 11.07 → 17.07 | Long | 73.3% | +1.20% | 2.03 | 15 |
| 07.07 → 12.07 | Long | 73.3% | +1.16% | 2.90 | 15 |
| 10.07 → 17.07 | Long | 73.3% | +1.10% | 1.60 | 15 |
| 10.07 → 16.07 | Long | 73.3% | +0.80% | 1.35 | 15 |
| 09.07 → 17.07 | Long | 73.3% | +0.69% | 0.87 | 15 |
| 10.07 → 14.07 | Long | 73.3% | +0.57% | 1.22 | 15 |