Sweden
Over 2011 to 2025 (15 years of data), SKFBSESEK has tended to move long between 07.10 and 09.11, closing higher in 93.3% of those years for an average +3.42% move and an annualized Sharpe of 1.36.
Best window
07.10 - 09.11
Direction
Long
Win rate
93.3%
Avg return
+3.42%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 09.11 | Long | 93.3% | +3.42% | 1.36 | 15 |
| 08.10 → 01.12 | Long | 86.7% | +6.14% | 1.75 | 15 |
| 10.10 → 01.12 | Long | 86.7% |
| +6.08% |
| 1.63 |
| 15 |
| 09.10 → 01.12 | Long | 86.7% | +6.06% | 1.69 | 15 |
| 08.10 → 02.12 | Long | 86.7% | +6.03% | 1.71 | 15 |
| 10.10 → 02.12 | Long | 86.7% | +5.97% | 1.60 | 15 |
| 09.10 → 02.12 | Long | 86.7% | +5.94% | 1.65 | 15 |
| 06.10 → 01.12 | Long | 86.7% | +5.92% | 1.60 | 15 |