Over 2011 to 2025 (15 years of data), SWEDASESEK has tended to move long between 07.07 and 29.07, closing higher in 93.3% of those years for an average +3.78% move and an annualized Sharpe of 2.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 93.3% | +3.78% | 2.53 | 15 |
| 07.07 → 27.07 | Long | 93.3% | +3.66% | 2.74 | 15 |
| 07.07 → 28.07 | Long | 93.3% | +3.66% | 2.75 | 15 |
| 07.07 → 26.07 | Long | 93.3% | +3.56% | 2.69 | 15 |
| 07.07 → 25.07 | Long | 93.3% | +3.41% | 2.62 | 15 |
| 08.07 → 31.07 | Long | 93.3% | +3.30% | 2.52 | 15 |
| 11.07 → 31.07 | Long | 93.3% | +2.94% | 2.55 | 15 |
| 09.07 → 31.07 | Long | 93.3% | +2.73% | 2.34 | 15 |