Norway
Over 2011 to 2025 (15 years of data), STLNONOK has tended to move short between 09.10 and 13.11, closing higher in 66.7% of those years for an average +1.62% move and an annualized Sharpe of 0.60.
Best window
09.10 - 13.11
Direction
Short
Win rate
66.7%
Avg return
+1.62%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 13.11 | Short | 66.7% | +1.62% | 0.60 | 15 |
| 10.10 → 13.11 | Short | 66.7% | +1.45% | 0.57 | 15 |
| 05.10 → 08.11 | Long | 66.7% |
| +1.40% |
| 0.52 |
| 15 |
| 05.10 → 23.10 | Long | 66.7% | +1.33% | 0.83 | 15 |
| 10.10 → 14.11 | Short | 66.7% | +0.99% | 0.40 | 15 |
| 09.10 → 12.11 | Short | 66.7% | +0.91% | 0.37 | 15 |
| 10.10 → 12.11 | Short | 66.7% | +0.74% | 0.32 | 15 |
| 05.10 → 25.11 | Long | 66.7% | +0.63% | 0.20 | 15 |